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 | 0.53% | 1.89 CHF | 1.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 565'368 CHF | 568'368 CHF | 99.81% | 99.81% |
19.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 558'022 CHF | 561'022 CHF | 99.72% | 99.72% |
18.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 570'218 CHF | 573'218 CHF | 99.71% | 99.71% |
15.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 574'120 CHF | 577'120 CHF | 99.81% | 99.81% |
14.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 577'104 CHF | 580'104 CHF | 99.81% | 99.81% |
13.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 558'429 CHF | 561'429 CHF | 99.81% | 99.81% |
12.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 555'020 CHF | 558'020 CHF | 99.51% | 99.51% |
11.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 548'060 CHF | 551'060 CHF | 99.72% | 99.72% |
08.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 526'604 CHF | 529'604 CHF | 99.81% | 99.81% |
07.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 534'229 CHF | 537'229 CHF | 95.70% | 95.70% |