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 | 0.61% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 488'796 CHF | 491'796 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 481'985 CHF | 484'985 CHF | 99.66% | 99.66% |
18.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 494'401 CHF | 497'401 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 498'317 CHF | 501'317 CHF | 98.67% | 98.67% |
14.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 501'288 CHF | 504'288 CHF | 99.79% | 99.79% |
13.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 482'495 CHF | 485'495 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 479'349 CHF | 482'349 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 472'380 CHF | 475'380 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 451'222 CHF | 454'222 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 459'179 CHF | 462'179 CHF | 100.00% | 100.00% |