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 | 0.77% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 580'405 CHF | 194'968 CHF | 99.37% | 99.37% |
19.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'072 CHF | 182'857 CHF | 99.37% | 99.37% |
18.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'383 CHF | 187'294 CHF | 99.38% | 99.38% |
15.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 567'790 CHF | 190'763 CHF | 99.36% | 99.36% |
14.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'527 CHF | 199'676 CHF | 99.38% | 99.38% |
13.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'377 CHF | 195'292 CHF | 99.38% | 99.38% |
12.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 575'744 CHF | 193'415 CHF | 99.15% | 99.15% |
11.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 602'920 CHF | 202'473 CHF | 99.38% | 99.38% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'761 CHF | 191'420 CHF | 99.37% | 99.37% |
07.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'150 CHF | 191'550 CHF | 98.58% | 98.58% |