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 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'627 CHF | 142'542 CHF | 98.38% | 98.38% |
19.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 431'529 CHF | 144'843 CHF | 97.50% | 97.50% |
18.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 419'775 CHF | 140'925 CHF | 96.24% | 96.24% |
15.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 417'537 CHF | 140'179 CHF | 98.89% | 98.89% |
14.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 430'757 CHF | 144'586 CHF | 96.88% | 96.88% |
13.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 428'809 CHF | 143'936 CHF | 94.47% | 94.47% |
12.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 421'599 CHF | 141'533 CHF | 94.56% | 94.56% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 421'319 CHF | 141'440 CHF | 96.45% | 96.45% |
08.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 422'550 CHF | 141'850 CHF | 92.06% | 92.06% |
07.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 428'205 CHF | 143'735 CHF | 97.59% | 97.59% |