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 | 0.80% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'863 CHF | 187'788 CHF | 99.37% | 99.37% |
19.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'573 CHF | 174'691 CHF | 99.37% | 99.37% |
18.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 533'088 CHF | 179'196 CHF | 99.38% | 99.38% |
15.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 545'413 CHF | 183'304 CHF | 99.36% | 99.36% |
14.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 573'983 CHF | 192'828 CHF | 99.37% | 99.37% |
13.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'120 CHF | 187'873 CHF | 99.38% | 99.38% |
12.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 552'798 CHF | 185'766 CHF | 99.15% | 99.15% |
11.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 580'979 CHF | 195'160 CHF | 99.38% | 99.38% |
08.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 547'019 CHF | 183'840 CHF | 99.37% | 99.37% |
07.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'771 CHF | 183'757 CHF | 98.58% | 98.58% |