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% | 1.67 CHF | 1.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 493'491 CHF | 496'491 CHF | 99.81% | 99.81% |
19.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 496'426 CHF | 499'426 CHF | 99.72% | 99.72% |
18.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 487'789 CHF | 490'789 CHF | 99.71% | 99.71% |
15.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 482'887 CHF | 485'887 CHF | 99.81% | 99.81% |
14.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 487'534 CHF | 490'534 CHF | 99.81% | 99.81% |
13.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 486'653 CHF | 489'653 CHF | 99.81% | 99.81% |
12.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 489'238 CHF | 492'238 CHF | 99.51% | 99.51% |
11.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 485'814 CHF | 488'814 CHF | 99.72% | 99.72% |
08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 481'827 CHF | 484'827 CHF | 99.81% | 99.81% |
07.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 471'683 CHF | 474'683 CHF | 95.70% | 95.70% |