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% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'659 CHF | 154'220 CHF | 98.36% | 98.36% |
19.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 466'540 CHF | 156'513 CHF | 97.52% | 97.52% |
18.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'823 CHF | 152'608 CHF | 96.01% | 96.01% |
15.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 452'826 CHF | 151'942 CHF | 98.90% | 98.90% |
14.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 465'943 CHF | 156'314 CHF | 96.90% | 96.90% |
13.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 463'922 CHF | 155'641 CHF | 94.57% | 94.57% |
12.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 456'756 CHF | 153'252 CHF | 94.63% | 94.63% |
11.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 456'520 CHF | 153'173 CHF | 96.47% | 96.47% |
08.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 457'770 CHF | 153'590 CHF | 92.06% | 92.06% |
07.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 463'492 CHF | 155'497 CHF | 97.60% | 97.60% |