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 | 0.70% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 640'956 CHF | 215'152 CHF | 99.37% | 99.37% |
19.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 602'989 CHF | 202'496 CHF | 99.37% | 99.37% |
18.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 616'071 CHF | 206'857 CHF | 99.38% | 99.38% |
15.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'852 CHF | 211'451 CHF | 99.36% | 99.36% |
14.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 656'857 CHF | 220'452 CHF | 99.37% | 99.37% |
13.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'625 CHF | 216'375 CHF | 99.38% | 99.38% |
12.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 643'362 CHF | 215'954 CHF | 99.15% | 99.15% |
11.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 668'362 CHF | 224'287 CHF | 99.38% | 99.38% |
08.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 630'440 CHF | 211'647 CHF | 99.37% | 99.37% |
07.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'325 CHF | 211'275 CHF | 98.58% | 98.58% |