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 | 0.78% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 573'479 CHF | 192'660 CHF | 99.15% | 99.15% |
19.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 574'620 CHF | 193'040 CHF | 96.50% | 96.50% |
18.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 586'025 CHF | 196'842 CHF | 94.07% | 94.07% |
15.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 568'321 CHF | 190'940 CHF | 91.10% | 91.10% |
14.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 551'922 CHF | 185'474 CHF | 94.14% | 94.14% |
13.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'417 CHF | 184'972 CHF | 83.35% | 83.35% |
12.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 520'687 CHF | 175'062 CHF | 91.82% | 91.82% |
11.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 494'807 CHF | 166'436 CHF | 85.54% | 85.54% |
08.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'421 CHF | 169'974 CHF | 89.18% | 89.18% |
07.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'262 CHF | 170'921 CHF | 80.46% | 80.46% |