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 | 0.72% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 626'625 CHF | 210'375 CHF | 99.34% | 99.34% |
19.11.2024 | 0.78% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 575'666 CHF | 193'389 CHF | 98.00% | 98.00% |
18.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 502'291 CHF | 168'930 CHF | 96.92% | 96.92% |
15.11.2024 | 0.87% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 520'090 CHF | 174'863 CHF | 96.95% | 96.95% |
14.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 760'149 CHF | 254'883 CHF | 99.37% | 99.37% |
13.11.2024 | 0.69% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 646'774 CHF | 217'091 CHF | 94.76% | 94.76% |
12.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 662'891 CHF | 222'464 CHF | 96.80% | 96.80% |
11.11.2024 | 0.63% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 706'955 CHF | 237'152 CHF | 99.38% | 99.38% |
08.11.2024 | 0.62% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 726'467 CHF | 243'656 CHF | 90.70% | 90.70% |
07.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 637'697 CHF | 214'066 CHF | 97.42% | 97.42% |