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 | 0.54% | 1.87 CHF | 1.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 556'713 CHF | 186'571 CHF | 99.07% | 99.07% |
19.11.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'896 CHF | 190'299 CHF | 98.92% | 98.92% |
18.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 551'342 CHF | 184'781 CHF | 97.16% | 97.16% |
15.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 556'157 CHF | 186'386 CHF | 99.45% | 99.45% |
14.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 589'244 CHF | 197'415 CHF | 99.44% | 99.44% |
13.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 624'075 CHF | 209'025 CHF | 96.95% | 96.95% |
12.11.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 596'070 CHF | 199'690 CHF | 96.81% | 96.81% |
11.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 563'564 CHF | 188'855 CHF | 98.58% | 98.58% |
08.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 566'174 CHF | 189'725 CHF | 93.39% | 93.39% |
07.11.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 539'820 CHF | 180'940 CHF | 98.67% | 98.67% |