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 | 0.94% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'181 CHF | 159'894 CHF | 98.88% | 98.88% |
19.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 485'265 CHF | 163'255 CHF | 98.86% | 98.86% |
18.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'989 CHF | 172'830 CHF | 96.59% | 96.59% |
15.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 522'094 CHF | 175'531 CHF | 99.37% | 99.37% |
14.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 538'365 CHF | 180'955 CHF | 99.38% | 99.38% |
13.11.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 520'948 CHF | 175'149 CHF | 96.86% | 96.86% |
12.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'081 CHF | 174'527 CHF | 96.87% | 96.87% |
11.11.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'511 CHF | 166'004 CHF | 96.89% | 96.89% |
08.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'958 CHF | 158'153 CHF | 93.42% | 93.42% |
07.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'932 CHF | 160'477 CHF | 97.89% | 97.89% |