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 | 0.65% | 1.50 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 919'067 CHF | 308'356 CHF | 99.37% | 99.37% |
19.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 872'201 CHF | 292'734 CHF | 99.38% | 99.38% |
18.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 883'962 CHF | 296'654 CHF | 99.26% | 99.26% |
15.11.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 827'178 CHF | 277'726 CHF | 99.37% | 99.37% |
14.11.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 832'880 CHF | 279'627 CHF | 99.37% | 99.37% |
13.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 892'581 CHF | 299'527 CHF | 99.37% | 99.37% |
12.11.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 867'161 CHF | 291'054 CHF | 99.38% | 99.38% |
11.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 930'909 CHF | 312'303 CHF | 99.38% | 99.38% |
08.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 917'126 CHF | 307'709 CHF | 99.37% | 99.37% |
07.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 957'818 CHF | 321'273 CHF | 98.37% | 98.37% |