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 | 0.63% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 712'956 CHF | 239'152 CHF | 99.38% | 99.38% |
19.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 675'111 CHF | 226'537 CHF | 99.37% | 99.37% |
18.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 688'827 CHF | 231'109 CHF | 99.38% | 99.38% |
15.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 701'852 CHF | 235'451 CHF | 99.36% | 99.36% |
14.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 729'491 CHF | 244'664 CHF | 99.37% | 99.37% |
13.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 716'291 CHF | 240'264 CHF | 99.38% | 99.38% |
12.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 713'929 CHF | 239'476 CHF | 99.15% | 99.15% |
11.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 739'253 CHF | 247'918 CHF | 99.38% | 99.38% |
08.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 702'442 CHF | 235'647 CHF | 99.37% | 99.37% |
07.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 701'369 CHF | 235'290 CHF | 98.58% | 98.58% |