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 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'179 CHF | 191'560 CHF | 98.80% | 98.80% |
19.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'435 CHF | 196'312 CHF | 98.88% | 98.88% |
18.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'981 CHF | 208'160 CHF | 98.62% | 98.62% |
15.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 631'331 CHF | 211'944 CHF | 99.37% | 99.37% |
14.11.2024 | 0.69% | 1.51 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 648'148 CHF | 217'549 CHF | 83.77% | 98.54% |
13.11.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 631'670 CHF | 212'057 CHF | 99.31% | 99.31% |
12.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 627'167 CHF | 210'556 CHF | 99.09% | 99.31% |
11.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'285 CHF | 199'595 CHF | 98.69% | 98.69% |
08.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 564'566 CHF | 189'689 CHF | 99.36% | 99.36% |
07.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 765'908 CHF | 257'303 CHF | 97.73% | 97.73% |