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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 973'354 CHF | 326'451 CHF | 93.77% | 93.77% |
20.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'019'600 CHF | 341'867 CHF | 89.44% | 89.44% |
19.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 989'732 CHF | 331'911 CHF | 90.51% | 90.51% |
18.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'007'520 CHF | 337'840 CHF | 88.90% | 88.90% |
15.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'052'060 CHF | 352'688 CHF | 86.18% | 86.18% |
14.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'055'640 CHF | 353'880 CHF | 89.16% | 89.16% |
13.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'051'610 CHF | 352'535 CHF | 83.45% | 83.45% |
12.11.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'071'030 CHF | 359'009 CHF | 91.70% | 91.70% |
11.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'129'950 CHF | 378'650 CHF | 92.97% | 92.97% |
08.11.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'081'190 CHF | 362'397 CHF | 88.05% | 88.05% |