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 | 0.71% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 423'716 CHF | 142'239 CHF | 99.36% | 99.36% |
19.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'808 CHF | 142'603 CHF | 99.34% | 99.34% |
18.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'184 CHF | 143'061 CHF | 94.66% | 94.66% |
15.11.2024 | 0.63% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 472'123 CHF | 158'374 CHF | 99.36% | 99.36% |
14.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 489'248 CHF | 164'083 CHF | 99.36% | 99.36% |
13.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 504'752 CHF | 169'251 CHF | 93.38% | 93.38% |
12.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 546'132 CHF | 183'044 CHF | 96.88% | 96.88% |
11.11.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 540'495 CHF | 181'165 CHF | 99.38% | 99.38% |
08.11.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 542'289 CHF | 181'763 CHF | 90.82% | 90.82% |
07.11.2024 | 0.60% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 497'315 CHF | 166'772 CHF | 88.28% | 88.28% |