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 | 0.75% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'474 CHF | 200'992 CHF | 99.38% | 99.38% |
19.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'710 CHF | 189'070 CHF | 99.37% | 99.37% |
18.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 576'254 CHF | 193'585 CHF | 99.38% | 99.38% |
15.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 585'927 CHF | 196'809 CHF | 99.36% | 99.36% |
14.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 611'629 CHF | 205'376 CHF | 99.38% | 99.38% |
13.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'895 CHF | 201'132 CHF | 99.38% | 99.38% |
12.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'616 CHF | 199'705 CHF | 99.15% | 99.15% |
11.11.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 621'730 CHF | 208'743 CHF | 99.38% | 99.38% |
08.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 590'871 CHF | 198'457 CHF | 99.37% | 99.37% |
07.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 589'655 CHF | 198'052 CHF | 98.58% | 98.58% |