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 | 0.66% | 1.46 CHF | 1.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 755'826 CHF | 152'165 CHF | 99.27% | 99.27% |
19.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 760'406 CHF | 153'081 CHF | 99.27% | 99.27% |
18.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 765'762 CHF | 154'152 CHF | 99.27% | 99.27% |
15.11.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 830'939 CHF | 167'188 CHF | 99.27% | 99.27% |
14.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 866'221 CHF | 174'244 CHF | 99.27% | 99.27% |
13.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 834'025 CHF | 167'805 CHF | 99.27% | 99.27% |
12.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 872'897 CHF | 175'579 CHF | 99.25% | 99.25% |
11.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 893'396 CHF | 179'679 CHF | 99.27% | 99.27% |
08.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 867'201 CHF | 174'440 CHF | 99.25% | 99.25% |
07.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 854'839 CHF | 171'968 CHF | 1.12% | 1.12% |