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 | 0.59% | 1.70 CHF | 1.71 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 847'469 CHF | 170'494 CHF | 99.27% | 99.27% |
19.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 840'200 CHF | 169'040 CHF | 99.27% | 99.27% |
18.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 815'126 CHF | 164'025 CHF | 99.27% | 99.27% |
15.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 822'744 CHF | 165'549 CHF | 99.27% | 99.27% |
14.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 842'629 CHF | 169'526 CHF | 99.27% | 99.27% |
13.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 859'619 CHF | 172'924 CHF | 99.27% | 99.27% |
12.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 861'042 CHF | 173'208 CHF | 99.25% | 99.25% |
11.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 836'666 CHF | 168'333 CHF | 99.27% | 99.27% |
08.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 831'122 CHF | 167'224 CHF | 99.26% | 99.26% |
07.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 785'000 CHF | 158'000 CHF | 1.12% | 1.12% |