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 | 0.52% | 1.92 CHF | 1.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 285'783 CHF | 287'283 CHF | 99.39% | 99.39% |
19.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 284'484 CHF | 285'984 CHF | 99.31% | 99.31% |
18.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 285'419 CHF | 286'919 CHF | 99.31% | 99.31% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 284'371 CHF | 285'871 CHF | 99.38% | 99.38% |
14.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 284'835 CHF | 286'335 CHF | 99.37% | 99.37% |
13.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 283'568 CHF | 285'068 CHF | 99.38% | 99.38% |
12.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 276'000 CHF | 277'500 CHF | 99.07% | 99.07% |
11.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 255'313 CHF | 256'813 CHF | 99.30% | 99.30% |
08.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 258'936 CHF | 260'436 CHF | 99.39% | 99.39% |
07.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 256'943 CHF | 258'443 CHF | 99.23% | 99.23% |