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 | 0.60% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 752'027 CHF | 252'176 CHF | 99.38% | 99.38% |
19.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 745'129 CHF | 249'876 CHF | 99.38% | 99.38% |
18.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 789'812 CHF | 264'771 CHF | 99.38% | 99.38% |
15.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 812'112 CHF | 272'204 CHF | 99.36% | 99.36% |
14.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 814'377 CHF | 272'959 CHF | 99.37% | 99.37% |
13.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 789'946 CHF | 264'815 CHF | 99.37% | 99.37% |
12.11.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 850'177 CHF | 284'892 CHF | 99.14% | 99.14% |
11.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 893'114 CHF | 299'205 CHF | 99.38% | 99.38% |
08.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 846'221 CHF | 283'574 CHF | 99.38% | 99.38% |
07.11.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 829'338 CHF | 277'946 CHF | 98.58% | 98.58% |