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 | 0.55% | 1.80 CHF | 1.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'095'540 CHF | 367'180 CHF | 98.89% | 98.89% |
19.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'064'210 CHF | 356'738 CHF | 97.94% | 97.94% |
18.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'110'460 CHF | 372'153 CHF | 97.18% | 97.18% |
15.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'099'430 CHF | 368'477 CHF | 98.26% | 98.26% |
14.11.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'071'590 CHF | 359'196 CHF | 98.91% | 98.91% |
13.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'057'790 CHF | 354'597 CHF | 86.84% | 86.84% |
12.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'091'970 CHF | 365'989 CHF | 96.37% | 96.37% |
11.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'086'260 CHF | 364'086 CHF | 98.94% | 98.94% |
08.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'045'870 CHF | 350'623 CHF | 90.11% | 90.11% |
07.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'129'320 CHF | 378'441 CHF | 98.25% | 98.25% |