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 | 0.78% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 770'311 CHF | 258'770 CHF | 89.43% | 89.43% |
19.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 784'366 CHF | 263'455 CHF | 90.47% | 90.47% |
18.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 779'479 CHF | 261'826 CHF | 88.89% | 88.89% |
15.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 760'679 CHF | 255'560 CHF | 86.17% | 86.17% |
14.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 757'082 CHF | 254'360 CHF | 89.16% | 89.16% |
13.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 759'795 CHF | 255'265 CHF | 83.40% | 83.40% |
12.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 749'468 CHF | 251'823 CHF | 91.65% | 91.65% |
11.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 721'754 CHF | 242'585 CHF | 92.97% | 92.97% |
08.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 749'181 CHF | 251'727 CHF | 88.01% | 88.01% |
07.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 744'026 CHF | 250'009 CHF | 95.26% | 95.26% |