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% | 1.37 CHF | 1.38 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 206'862 CHF | 69'454 CHF | 98.93% | 98.93% |
19.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 214'105 CHF | 71'868 CHF | 98.90% | 98.90% |
18.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 222'000 CHF | 74'500 CHF | 97.02% | 97.02% |
15.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 227'643 CHF | 76'381 CHF | 99.37% | 99.37% |
14.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 221'246 CHF | 74'249 CHF | 99.37% | 99.37% |
13.11.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 208'627 CHF | 70'042 CHF | 97.01% | 97.01% |
12.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 199'720 CHF | 67'073 CHF | 96.89% | 96.89% |
11.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 189'268 CHF | 63'589 CHF | 98.88% | 98.88% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 189'718 CHF | 63'739 CHF | 93.76% | 93.76% |
07.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 196'555 CHF | 66'018 CHF | 98.69% | 98.69% |