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 | 0.62% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 798'469 CHF | 160'694 CHF | 99.27% | 99.27% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 815'648 CHF | 164'130 CHF | 99.27% | 99.27% |
18.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 816'800 CHF | 164'360 CHF | 99.27% | 99.27% |
15.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 807'281 CHF | 162'456 CHF | 99.27% | 99.27% |
14.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 793'782 CHF | 159'756 CHF | 99.27% | 99.27% |
13.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 784'133 CHF | 157'827 CHF | 99.27% | 99.27% |
12.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 766'859 CHF | 154'372 CHF | 99.25% | 99.25% |
11.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 793'223 CHF | 159'645 CHF | 99.27% | 99.27% |
08.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 804'767 CHF | 161'953 CHF | 99.25% | 99.25% |
07.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 790'160 CHF | 159'032 CHF | 1.12% | 1.12% |