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 | 0.77% | 1.25 CHF | 1.26 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 643'886 CHF | 194'666 CHF | 99.38% | 99.38% |
19.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 638'917 CHF | 193'175 CHF | 99.38% | 99.38% |
18.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 665'245 CHF | 201'074 CHF | 99.38% | 99.38% |
15.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 690'980 CHF | 208'794 CHF | 99.34% | 99.34% |
14.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 743'105 CHF | 224'432 CHF | 99.37% | 99.37% |
13.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 769'807 CHF | 232'442 CHF | 99.38% | 99.38% |
12.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 764'934 CHF | 230'980 CHF | 99.15% | 99.15% |
11.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 793'060 CHF | 239'418 CHF | 99.13% | 99.13% |
08.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 771'960 CHF | 233'088 CHF | 99.37% | 99.37% |
07.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 793'856 CHF | 239'657 CHF | 98.56% | 98.56% |