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 | 0.53% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 566'265 CHF | 189'755 CHF | 99.44% | 99.44% |
19.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 545'108 CHF | 182'703 CHF | 98.78% | 98.78% |
18.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 545'735 CHF | 182'912 CHF | 97.66% | 97.66% |
15.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 557'289 CHF | 186'763 CHF | 93.47% | 93.47% |
14.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 575'825 CHF | 192'942 CHF | 99.44% | 99.44% |
13.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 582'992 CHF | 195'331 CHF | 97.05% | 97.05% |
12.11.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 595'239 CHF | 199'413 CHF | 96.89% | 96.89% |
11.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 595'131 CHF | 199'377 CHF | 99.44% | 99.44% |
08.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 591'569 CHF | 198'190 CHF | 99.27% | 99.27% |
07.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 601'674 CHF | 201'558 CHF | 98.69% | 98.69% |