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 | 0.55% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'139 CHF | 183'380 CHF | 99.43% | 99.43% |
19.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 537'497 CHF | 180'166 CHF | 99.42% | 99.42% |
18.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 532'679 CHF | 178'560 CHF | 97.68% | 97.68% |
15.11.2024 | 0.54% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 554'022 CHF | 185'674 CHF | 99.43% | 99.43% |
14.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 592'051 CHF | 198'350 CHF | 99.43% | 99.43% |
13.11.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 615'987 CHF | 206'329 CHF | 94.79% | 94.79% |
12.11.2024 | 0.46% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 653'644 CHF | 218'881 CHF | 96.76% | 96.76% |
11.11.2024 | 0.42% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 710'026 CHF | 237'675 CHF | 99.44% | 99.44% |
08.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 729'181 CHF | 244'060 CHF | 90.73% | 90.73% |
07.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 734'484 CHF | 245'828 CHF | 98.67% | 98.67% |