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 | 0.71% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'952 CHF | 140'651 CHF | 97.80% | 97.80% |
19.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'997 CHF | 143'332 CHF | 93.00% | 93.00% |
18.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 438'731 CHF | 147'244 CHF | 93.74% | 93.74% |
15.11.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'646 CHF | 146'882 CHF | 96.44% | 96.44% |
14.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 435'080 CHF | 146'027 CHF | 97.73% | 97.73% |
13.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 439'100 CHF | 147'367 CHF | 94.88% | 94.88% |
12.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 450'580 CHF | 151'193 CHF | 96.35% | 96.35% |
11.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 456'630 CHF | 153'210 CHF | 96.37% | 96.37% |
08.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 470'300 CHF | 157'767 CHF | 92.15% | 92.15% |
07.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 477'926 CHF | 160'309 CHF | 98.22% | 98.22% |