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 | 0.77% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'563 CHF | 130'854 CHF | 98.33% | 98.33% |
19.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 396'426 CHF | 133'142 CHF | 97.52% | 97.52% |
18.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'609 CHF | 129'203 CHF | 96.09% | 96.09% |
15.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'410 CHF | 128'470 CHF | 98.89% | 98.89% |
14.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 395'631 CHF | 132'877 CHF | 96.90% | 96.90% |
13.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 393'533 CHF | 132'178 CHF | 94.49% | 94.49% |
12.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 386'423 CHF | 129'808 CHF | 94.59% | 94.59% |
11.11.2024 | 0.77% | 1.27 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 386'127 CHF | 129'709 CHF | 96.44% | 96.44% |
08.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'214 CHF | 130'071 CHF | 92.04% | 92.04% |
07.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 392'721 CHF | 131'907 CHF | 97.61% | 97.61% |