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 | 0.63% | 1.58 CHF | 1.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 471'798 CHF | 474'798 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 464'568 CHF | 467'568 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 476'833 CHF | 479'833 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 480'829 CHF | 483'829 CHF | 98.67% | 98.67% |
14.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 483'870 CHF | 486'870 CHF | 99.79% | 99.79% |
13.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 465'276 CHF | 468'276 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 461'979 CHF | 464'979 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 455'025 CHF | 458'025 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 433'748 CHF | 436'748 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 441'699 CHF | 444'699 CHF | 100.00% | 100.00% |