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 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 489'125 CHF | 164'042 CHF | 99.44% | 99.44% |
19.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'167 CHF | 157'056 CHF | 99.44% | 99.44% |
18.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'436 CHF | 157'145 CHF | 97.18% | 97.18% |
15.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 479'834 CHF | 160'945 CHF | 93.47% | 93.47% |
14.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 498'298 CHF | 167'099 CHF | 99.44% | 99.44% |
13.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 506'118 CHF | 169'706 CHF | 97.08% | 97.08% |
12.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 518'515 CHF | 173'838 CHF | 96.83% | 96.83% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 518'607 CHF | 173'869 CHF | 99.44% | 99.44% |
08.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 515'605 CHF | 172'868 CHF | 99.27% | 99.27% |
07.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'483 CHF | 176'161 CHF | 98.68% | 98.68% |