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 | 0.77% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 776'294 CHF | 260'765 CHF | 89.44% | 89.44% |
19.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 746'806 CHF | 250'935 CHF | 90.49% | 90.49% |
18.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 763'652 CHF | 256'551 CHF | 88.89% | 88.89% |
15.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 808'100 CHF | 271'367 CHF | 86.15% | 86.15% |
14.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 811'357 CHF | 272'452 CHF | 89.16% | 89.16% |
13.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 807'861 CHF | 271'287 CHF | 83.40% | 83.40% |
12.11.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 827'208 CHF | 277'736 CHF | 91.64% | 91.64% |
11.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 886'075 CHF | 297'358 CHF | 92.98% | 92.98% |
08.11.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 836'906 CHF | 280'969 CHF | 88.03% | 88.03% |
07.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 855'904 CHF | 287'301 CHF | 95.27% | 95.27% |