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 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 443'152 CHF | 148'717 CHF | 99.07% | 99.07% |
19.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'523 CHF | 152'508 CHF | 98.92% | 98.92% |
18.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'544 CHF | 146'848 CHF | 96.99% | 96.99% |
15.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 442'064 CHF | 148'355 CHF | 99.45% | 99.45% |
14.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'365 CHF | 159'455 CHF | 99.44% | 99.44% |
13.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 510'188 CHF | 171'063 CHF | 96.99% | 96.99% |
12.11.2024 | 0.62% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 482'232 CHF | 161'744 CHF | 96.78% | 96.78% |
11.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 449'530 CHF | 150'843 CHF | 98.57% | 98.57% |
08.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 451'886 CHF | 151'629 CHF | 93.40% | 93.40% |
07.11.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 425'169 CHF | 142'723 CHF | 98.70% | 98.70% |