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 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 684'575 CHF | 230'192 CHF | 98.92% | 98.92% |
19.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 703'091 CHF | 236'364 CHF | 90.32% | 90.32% |
18.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 742'116 CHF | 249'372 CHF | 97.11% | 97.11% |
15.11.2024 | 0.80% | 1.25 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 749'845 CHF | 251'948 CHF | 98.92% | 98.92% |
14.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 755'882 CHF | 253'961 CHF | 98.93% | 98.93% |
13.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 752'845 CHF | 252'948 CHF | 96.40% | 96.40% |
12.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 748'943 CHF | 251'648 CHF | 96.36% | 96.36% |
11.11.2024 | 0.80% | 1.25 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 744'740 CHF | 250'247 CHF | 98.85% | 98.85% |
08.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 739'849 CHF | 248'616 CHF | 98.89% | 98.89% |
07.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 731'801 CHF | 245'934 CHF | 98.24% | 98.24% |