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 | 0.79% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 564'587 CHF | 189'696 CHF | 99.38% | 99.38% |
19.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 528'124 CHF | 177'541 CHF | 99.37% | 99.37% |
18.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'087 CHF | 181'862 CHF | 99.38% | 99.38% |
15.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 554'228 CHF | 186'243 CHF | 99.36% | 99.36% |
14.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 580'991 CHF | 195'164 CHF | 99.38% | 99.38% |
13.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'557 CHF | 191'352 CHF | 99.38% | 99.38% |
12.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 569'655 CHF | 191'385 CHF | 99.15% | 99.15% |
11.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 592'754 CHF | 199'085 CHF | 99.38% | 99.38% |
08.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 555'334 CHF | 186'611 CHF | 99.37% | 99.37% |
07.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 554'074 CHF | 186'191 CHF | 98.58% | 98.58% |