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 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 541'988 CHF | 181'663 CHF | 99.44% | 99.44% |
19.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'850 CHF | 174'617 CHF | 99.44% | 99.44% |
18.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 521'336 CHF | 174'779 CHF | 97.62% | 97.62% |
15.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 532'818 CHF | 178'606 CHF | 93.47% | 93.47% |
14.11.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 551'467 CHF | 184'822 CHF | 99.44% | 99.44% |
13.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 558'865 CHF | 187'288 CHF | 96.92% | 96.92% |
12.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 571'056 CHF | 191'352 CHF | 96.87% | 96.87% |
11.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 571'063 CHF | 191'354 CHF | 99.44% | 99.44% |
08.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'581 CHF | 190'194 CHF | 99.27% | 99.27% |
07.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 577'549 CHF | 193'516 CHF | 98.70% | 98.70% |