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 | 0.68% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 439'267 CHF | 442'267 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 431'842 CHF | 434'842 CHF | 99.66% | 99.66% |
18.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 444'091 CHF | 447'091 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 448'127 CHF | 451'127 CHF | 98.67% | 98.67% |
14.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 451'164 CHF | 454'164 CHF | 99.79% | 99.79% |
13.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 432'866 CHF | 435'866 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 429'334 CHF | 432'334 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 422'591 CHF | 425'591 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 401'219 CHF | 404'219 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 409'357 CHF | 412'357 CHF | 100.00% | 100.00% |