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 | 0.80% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 186'166 CHF | 187'666 CHF | 99.17% | 99.17% |
19.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 166'706 CHF | 168'206 CHF | 99.16% | 99.16% |
18.11.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 192'961 CHF | 194'461 CHF | 99.22% | 99.22% |
15.11.2024 | 0.71% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 209'783 CHF | 211'283 CHF | 99.16% | 99.16% |
14.11.2024 | 0.65% | 1.66 CHF | 1.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 229'162 CHF | 230'662 CHF | 99.03% | 99.03% |
13.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 213'023 CHF | 214'523 CHF | 99.16% | 99.16% |
12.11.2024 | 0.60% | 1.47 CHF | 1.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 248'459 CHF | 249'959 CHF | 99.16% | 99.16% |
11.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 288'647 CHF | 290'147 CHF | 99.16% | 99.16% |
08.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 260'094 CHF | 261'594 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 297'889 CHF | 299'389 CHF | 90.59% | 90.59% |