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 | 0.54% | 1.84 CHF | 1.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 919'060 CHF | 184'812 CHF | 99.27% | 99.27% |
19.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 911'780 CHF | 183'356 CHF | 99.27% | 99.27% |
18.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 887'930 CHF | 178'586 CHF | 99.27% | 99.27% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 894'479 CHF | 179'896 CHF | 99.27% | 99.27% |
14.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 914'538 CHF | 183'908 CHF | 99.27% | 99.27% |
13.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 931'250 CHF | 187'250 CHF | 99.27% | 99.27% |
12.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 933'029 CHF | 187'606 CHF | 99.25% | 99.25% |
11.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 908'480 CHF | 182'696 CHF | 99.27% | 99.27% |
08.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 903'408 CHF | 181'682 CHF | 99.25% | 99.25% |
07.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 857'073 CHF | 172'415 CHF | 1.12% | 1.12% |