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 | 0.57% | 1.74 CHF | 1.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 521'038 CHF | 524'038 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 514'102 CHF | 517'102 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 526'615 CHF | 529'615 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 530'516 CHF | 533'516 CHF | 98.67% | 98.67% |
14.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 532'988 CHF | 535'988 CHF | 99.79% | 99.79% |
13.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 514'707 CHF | 517'707 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 511'335 CHF | 514'335 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 504'749 CHF | 507'749 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 483'525 CHF | 486'525 CHF | 100.00% | 100.00% |
07.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 491'666 CHF | 494'666 CHF | 100.00% | 100.00% |