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 | 0.74% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 401'365 CHF | 134'788 CHF | 99.38% | 99.38% |
19.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 408'206 CHF | 137'069 CHF | 99.38% | 99.38% |
18.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 435'229 CHF | 146'076 CHF | 97.06% | 97.06% |
15.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 443'088 CHF | 148'696 CHF | 99.38% | 99.38% |
14.11.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'018 CHF | 153'673 CHF | 99.37% | 99.37% |
13.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 429'164 CHF | 144'055 CHF | 97.02% | 97.02% |
12.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 429'639 CHF | 144'213 CHF | 96.81% | 96.81% |
11.11.2024 | 0.78% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'199 CHF | 129'066 CHF | 99.34% | 99.34% |
08.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'683 CHF | 122'894 CHF | 99.27% | 99.27% |
07.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'079 CHF | 121'693 CHF | 98.69% | 98.69% |