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 | 0.66% | 1.52 CHF | 1.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 912'996 CHF | 306'332 CHF | 98.92% | 98.92% |
19.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 931'436 CHF | 312'479 CHF | 90.32% | 90.32% |
18.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 971'084 CHF | 325'695 CHF | 97.03% | 97.03% |
15.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 979'522 CHF | 328'507 CHF | 98.92% | 98.92% |
14.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 985'540 CHF | 330'513 CHF | 98.93% | 98.93% |
13.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 982'494 CHF | 329'498 CHF | 96.38% | 96.38% |
12.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 978'428 CHF | 328'143 CHF | 96.44% | 96.44% |
11.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 973'950 CHF | 326'650 CHF | 98.86% | 98.86% |
08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 970'185 CHF | 325'395 CHF | 98.90% | 98.90% |
07.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 962'710 CHF | 322'903 CHF | 98.22% | 98.22% |