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 | 0.62% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 722'020 CHF | 242'173 CHF | 99.38% | 99.38% |
19.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 684'341 CHF | 229'614 CHF | 99.37% | 99.37% |
18.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 698'417 CHF | 234'306 CHF | 99.38% | 99.38% |
15.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 710'184 CHF | 238'228 CHF | 99.36% | 99.36% |
14.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 737'280 CHF | 247'260 CHF | 99.38% | 99.38% |
13.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 723'833 CHF | 242'778 CHF | 99.38% | 99.38% |
12.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 718'212 CHF | 240'904 CHF | 99.15% | 99.15% |
11.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 746'189 CHF | 250'230 CHF | 99.38% | 99.38% |
08.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 712'981 CHF | 239'160 CHF | 99.37% | 99.37% |
07.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 711'574 CHF | 238'691 CHF | 98.58% | 98.58% |