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 | 0.59% | 1.67 CHF | 1.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'016'850 CHF | 340'948 CHF | 98.89% | 98.89% |
19.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 985'596 CHF | 330'532 CHF | 97.93% | 97.93% |
18.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'031'570 CHF | 345'855 CHF | 97.19% | 97.19% |
15.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'020'490 CHF | 342'162 CHF | 98.27% | 98.27% |
14.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 992'787 CHF | 332'929 CHF | 98.90% | 98.90% |
13.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 978'883 CHF | 328'294 CHF | 86.97% | 86.97% |
12.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'013'220 CHF | 339'739 CHF | 96.43% | 96.43% |
11.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'007'370 CHF | 337'791 CHF | 98.93% | 98.93% |
08.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 966'850 CHF | 324'283 CHF | 90.13% | 90.13% |
07.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'049'980 CHF | 351'994 CHF | 98.26% | 98.26% |