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 | 0.61% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 491'038 CHF | 164'679 CHF | 99.44% | 99.44% |
19.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 496'784 CHF | 166'595 CHF | 99.44% | 99.44% |
18.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 497'874 CHF | 166'958 CHF | 97.25% | 97.25% |
15.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 478'441 CHF | 160'480 CHF | 99.45% | 99.45% |
14.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 451'263 CHF | 151'421 CHF | 99.44% | 99.44% |
13.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'626 CHF | 154'209 CHF | 96.92% | 96.92% |
12.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'999 CHF | 154'000 CHF | 96.86% | 96.86% |
11.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 445'552 CHF | 149'517 CHF | 99.44% | 99.44% |
08.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 432'085 CHF | 145'028 CHF | 99.28% | 99.28% |
07.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 434'135 CHF | 145'712 CHF | 98.68% | 98.68% |