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 | 0.74% | 1.30 CHF | 1.31 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 674'193 CHF | 203'758 CHF | 99.38% | 99.38% |
19.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 632'699 CHF | 191'310 CHF | 99.38% | 99.38% |
18.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 652'521 CHF | 197'256 CHF | 99.37% | 99.37% |
15.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 671'788 CHF | 203'036 CHF | 99.34% | 99.34% |
14.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 657'200 CHF | 198'660 CHF | 99.38% | 99.38% |
13.11.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 651'660 CHF | 196'998 CHF | 99.38% | 99.38% |
12.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 668'446 CHF | 202'034 CHF | 99.14% | 99.14% |
11.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 709'743 CHF | 214'423 CHF | 99.13% | 99.13% |
08.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 678'837 CHF | 205'151 CHF | 99.38% | 99.38% |
07.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 667'028 CHF | 201'608 CHF | 98.56% | 98.56% |