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 | 0.59% | 1.68 CHF | 1.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 840'892 CHF | 169'178 CHF | 99.27% | 99.27% |
19.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 844'793 CHF | 169'959 CHF | 99.27% | 99.27% |
18.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 832'574 CHF | 167'515 CHF | 99.27% | 99.27% |
15.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 816'124 CHF | 164'225 CHF | 99.27% | 99.27% |
14.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 800'822 CHF | 161'164 CHF | 99.27% | 99.27% |
13.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 800'041 CHF | 161'008 CHF | 99.27% | 99.27% |
12.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 788'860 CHF | 158'772 CHF | 99.25% | 99.25% |
11.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 777'888 CHF | 156'578 CHF | 99.27% | 99.27% |
08.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 789'702 CHF | 158'940 CHF | 99.25% | 99.25% |
07.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 810'000 CHF | 163'000 CHF | 1.12% | 1.12% |