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 | 0.57% | 1.76 CHF | 1.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 879'847 CHF | 176'969 CHF | 99.27% | 99.27% |
19.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 876'379 CHF | 176'276 CHF | 99.27% | 99.27% |
18.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 876'328 CHF | 176'266 CHF | 99.27% | 99.27% |
15.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 870'391 CHF | 175'078 CHF | 98.71% | 98.71% |
14.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 865'965 CHF | 174'193 CHF | 99.27% | 99.27% |
13.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 870'389 CHF | 175'078 CHF | 99.02% | 99.02% |
12.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 865'265 CHF | 174'053 CHF | 92.98% | 92.98% |
11.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 862'262 CHF | 173'452 CHF | 99.27% | 99.27% |
08.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 859'804 CHF | 172'961 CHF | 99.25% | 99.25% |
07.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 855'000 CHF | 172'000 CHF | 1.12% | 1.12% |