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 | 0.70% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 857'935 CHF | 287'978 CHF | 89.45% | 89.45% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 871'710 CHF | 292'570 CHF | 90.48% | 90.48% |
18.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 867'645 CHF | 291'215 CHF | 88.90% | 88.90% |
15.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 848'653 CHF | 284'884 CHF | 86.20% | 86.20% |
14.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 845'631 CHF | 283'877 CHF | 89.15% | 89.15% |
13.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 847'935 CHF | 284'645 CHF | 83.49% | 83.49% |
12.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 837'634 CHF | 281'211 CHF | 91.71% | 91.71% |
11.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 810'110 CHF | 272'037 CHF | 92.98% | 92.98% |
08.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 837'533 CHF | 281'178 CHF | 88.05% | 88.05% |
07.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 832'883 CHF | 279'628 CHF | 95.29% | 95.29% |