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 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 781'741 CHF | 157'348 CHF | 99.27% | 99.27% |
19.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 754'272 CHF | 151'854 CHF | 99.27% | 99.27% |
18.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 786'547 CHF | 158'309 CHF | 99.27% | 99.27% |
15.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 804'902 CHF | 161'980 CHF | 99.27% | 99.27% |
14.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 796'618 CHF | 160'324 CHF | 99.27% | 99.27% |
13.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 759'623 CHF | 152'925 CHF | 99.27% | 99.27% |
12.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 823'613 CHF | 165'723 CHF | 99.25% | 99.25% |
11.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 836'917 CHF | 168'383 CHF | 99.27% | 99.27% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 808'629 CHF | 162'726 CHF | 99.26% | 99.26% |
07.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 797'271 CHF | 160'454 CHF | 1.12% | 1.12% |