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 | 0.71% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 634'785 CHF | 213'095 CHF | 90.35% | 90.35% |
19.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'798 CHF | 210'099 CHF | 95.60% | 95.60% |
18.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 651'917 CHF | 218'806 CHF | 94.55% | 94.55% |
15.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'316 CHF | 207'605 CHF | 94.62% | 94.62% |
14.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 609'870 CHF | 204'790 CHF | 97.42% | 97.42% |
13.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 602'791 CHF | 202'430 CHF | 96.76% | 96.76% |
12.11.2024 | 0.72% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 626'578 CHF | 210'359 CHF | 93.18% | 93.18% |
11.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'435 CHF | 216'312 CHF | 95.40% | 95.40% |
08.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'607 CHF | 211'036 CHF | 98.20% | 98.20% |
07.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'176 CHF | 223'225 CHF | 97.70% | 97.70% |