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 | 0.54% | 1.85 CHF | 1.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 929'055 CHF | 186'811 CHF | 99.27% | 99.27% |
19.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 946'580 CHF | 190'316 CHF | 99.27% | 99.27% |
18.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 947'628 CHF | 190'526 CHF | 99.27% | 99.27% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 938'196 CHF | 188'639 CHF | 99.27% | 99.27% |
14.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 924'582 CHF | 185'916 CHF | 99.27% | 99.27% |
13.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 914'721 CHF | 183'944 CHF | 99.27% | 99.27% |
12.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 897'991 CHF | 180'598 CHF | 99.25% | 99.25% |
11.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 923'828 CHF | 185'766 CHF | 99.27% | 99.27% |
08.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 935'780 CHF | 188'156 CHF | 99.25% | 99.25% |
07.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 925'000 CHF | 186'000 CHF | 1.12% | 1.12% |