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 | 0.68% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 662'308 CHF | 222'270 CHF | 99.38% | 99.38% |
19.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'726 CHF | 210'075 CHF | 99.37% | 99.37% |
18.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 639'386 CHF | 214'629 CHF | 99.38% | 99.38% |
15.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 649'640 CHF | 218'047 CHF | 99.36% | 99.36% |
14.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 675'717 CHF | 226'739 CHF | 99.38% | 99.38% |
13.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 663'010 CHF | 222'503 CHF | 99.37% | 99.37% |
12.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'862 CHF | 221'454 CHF | 99.15% | 99.15% |
11.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 686'746 CHF | 230'415 CHF | 99.38% | 99.38% |
08.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 654'776 CHF | 219'759 CHF | 99.37% | 99.37% |
07.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 653'099 CHF | 219'200 CHF | 98.58% | 98.58% |