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 | 0.64% | 1.57 CHF | 1.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 782'906 CHF | 157'581 CHF | 99.27% | 99.27% |
19.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 786'794 CHF | 158'359 CHF | 99.27% | 99.27% |
18.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 773'900 CHF | 155'780 CHF | 99.27% | 99.27% |
15.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 757'874 CHF | 152'575 CHF | 99.27% | 99.27% |
14.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 742'441 CHF | 149'488 CHF | 99.27% | 99.27% |
13.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 743'615 CHF | 149'723 CHF | 99.27% | 99.27% |
12.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 729'768 CHF | 146'954 CHF | 99.25% | 99.25% |
11.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 719'376 CHF | 144'875 CHF | 99.27% | 99.27% |
08.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 732'713 CHF | 147'543 CHF | 99.25% | 99.25% |
07.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 750'000 CHF | 151'000 CHF | 1.12% | 1.12% |