Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 886'168 CHF | 296'889 CHF | 99.37% | 99.37% |
19.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 857'599 CHF | 287'366 CHF | 99.38% | 99.38% |
18.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 849'071 CHF | 284'524 CHF | 99.25% | 99.25% |
15.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 833'164 CHF | 279'222 CHF | 98.76% | 98.76% |
14.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 915'818 CHF | 306'773 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 907'618 CHF | 304'040 CHF | 99.37% | 99.37% |
12.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 915'086 CHF | 306'529 CHF | 99.37% | 99.37% |
11.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 902'048 CHF | 302'183 CHF | 99.38% | 99.38% |
08.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 855'407 CHF | 286'636 CHF | 99.37% | 99.37% |
07.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 838'422 CHF | 280'974 CHF | 98.37% | 98.37% |