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 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'614 CHF | 174'538 CHF | 99.44% | 99.44% |
19.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 518'467 CHF | 173'822 CHF | 98.94% | 98.94% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 523'090 CHF | 175'363 CHF | 97.69% | 97.69% |
15.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 522'339 CHF | 175'113 CHF | 99.44% | 99.44% |
14.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 486'205 CHF | 163'068 CHF | 99.44% | 99.44% |
13.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 481'244 CHF | 161'415 CHF | 96.93% | 96.93% |
12.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 469'941 CHF | 157'647 CHF | 96.81% | 96.81% |
11.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'099 CHF | 153'700 CHF | 98.87% | 98.87% |
08.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'426 CHF | 153'809 CHF | 93.35% | 93.35% |
07.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 466'681 CHF | 156'560 CHF | 98.70% | 98.70% |