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% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 504'099 CHF | 169'033 CHF | 99.07% | 99.07% |
19.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 515'573 CHF | 172'858 CHF | 98.92% | 98.92% |
18.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 498'621 CHF | 167'207 CHF | 96.75% | 96.75% |
15.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 503'244 CHF | 168'748 CHF | 99.45% | 99.45% |
14.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 536'684 CHF | 179'895 CHF | 99.44% | 99.44% |
13.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 571'363 CHF | 191'454 CHF | 96.97% | 96.97% |
12.11.2024 | 0.55% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 543'546 CHF | 182'182 CHF | 96.80% | 96.80% |
11.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 510'711 CHF | 171'237 CHF | 98.57% | 98.57% |
08.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 513'190 CHF | 172'063 CHF | 93.41% | 93.41% |
07.11.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 486'849 CHF | 163'283 CHF | 98.68% | 98.68% |