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 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 571'386 CHF | 63'987 CHF | 99.37% | 99.37% |
19.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 578'714 CHF | 64'802 CHF | 99.37% | 99.37% |
18.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 590'821 CHF | 66'147 CHF | 98.89% | 98.89% |
15.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 578'651 CHF | 64'795 CHF | 99.37% | 99.37% |
14.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 612'032 CHF | 68'504 CHF | 99.37% | 99.37% |
13.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 635'757 CHF | 71'140 CHF | 99.07% | 99.07% |
12.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 685'639 CHF | 76'682 CHF | 99.37% | 99.37% |
11.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 672'597 CHF | 75'233 CHF | 99.37% | 99.37% |
08.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 672'413 CHF | 75'213 CHF | 99.37% | 99.37% |
07.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 643'145 CHF | 71'961 CHF | 99.30% | 99.30% |