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 | 0.79% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'521 CHF | 127'174 CHF | 98.86% | 98.86% |
19.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'930 CHF | 127'310 CHF | 90.61% | 90.61% |
18.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'866 CHF | 124'289 CHF | 96.70% | 96.70% |
15.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'111 CHF | 125'037 CHF | 98.35% | 98.35% |
14.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'088 CHF | 130'696 CHF | 98.89% | 98.89% |
13.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 396'905 CHF | 133'302 CHF | 96.35% | 96.35% |
12.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'276 CHF | 125'092 CHF | 96.25% | 96.25% |
11.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'052 CHF | 122'351 CHF | 98.71% | 98.71% |
08.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 370'544 CHF | 124'515 CHF | 98.84% | 98.84% |
07.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'180 CHF | 126'060 CHF | 98.19% | 98.19% |