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 | 0.87% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 514'614 CHF | 173'038 CHF | 99.29% | 99.29% |
19.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'412 CHF | 169'637 CHF | 95.57% | 95.57% |
18.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'907 CHF | 172'136 CHF | 97.35% | 97.35% |
15.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 516'521 CHF | 173'674 CHF | 96.20% | 96.20% |
14.11.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 362'452 | 120'817 | 467'261 CHF | 156'962 CHF | 99.74% | 99.74% |
13.11.2024 | 0.78% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 420'021 | 140'007 | 534'051 CHF | 179'417 CHF | 98.78% | 98.78% |
12.11.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 324'462 | 108'154 | 422'335 CHF | 141'860 CHF | 99.36% | 99.36% |
11.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 405'816 CHF | 136'272 CHF | 96.29% | 96.29% |
08.11.2024 | 0.85% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 448'682 | 149'561 | 525'164 CHF | 176'550 CHF | 96.75% | 96.75% |
07.11.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 548'089 CHF | 184'196 CHF | 98.64% | 98.64% |