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% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 902'983 CHF | 302'994 CHF | 89.44% | 89.44% |
19.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 873'505 CHF | 293'168 CHF | 90.49% | 90.49% |
18.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 890'849 CHF | 298'950 CHF | 88.87% | 88.87% |
15.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 935'213 CHF | 313'738 CHF | 86.14% | 86.14% |
14.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 938'456 CHF | 314'819 CHF | 89.16% | 89.16% |
13.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 934'830 CHF | 313'610 CHF | 83.41% | 83.41% |
12.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 954'100 CHF | 320'033 CHF | 91.57% | 91.57% |
11.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'012'910 CHF | 339'637 CHF | 92.97% | 92.97% |
08.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 964'222 CHF | 323'407 CHF | 88.03% | 88.03% |
07.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 983'690 CHF | 329'897 CHF | 95.27% | 95.27% |