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 | 0.58% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 768'404 CHF | 257'635 CHF | 99.36% | 99.36% |
19.11.2024 | 0.63% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 717'083 CHF | 240'528 CHF | 98.00% | 98.00% |
18.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'181 CHF | 216'227 CHF | 97.08% | 97.08% |
15.11.2024 | 0.68% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 661'974 CHF | 222'158 CHF | 96.95% | 96.95% |
14.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 902'367 CHF | 302'289 CHF | 99.35% | 99.35% |
13.11.2024 | 0.57% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 788'320 CHF | 264'273 CHF | 94.85% | 94.85% |
12.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 803'895 CHF | 269'465 CHF | 96.87% | 96.87% |
11.11.2024 | 0.53% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 847'739 CHF | 284'080 CHF | 99.35% | 99.35% |
08.11.2024 | 0.52% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 865'253 CHF | 289'918 CHF | 89.82% | 89.82% |
07.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 777'318 CHF | 260'606 CHF | 97.42% | 97.42% |