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 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 448'693 CHF | 150'564 CHF | 99.43% | 99.43% |
19.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 439'665 CHF | 147'555 CHF | 99.42% | 99.42% |
18.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 434'188 CHF | 145'729 CHF | 97.61% | 97.61% |
15.11.2024 | 0.66% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 455'493 CHF | 152'831 CHF | 99.43% | 99.43% |
14.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 493'383 CHF | 165'461 CHF | 99.42% | 99.42% |
13.11.2024 | 0.58% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 518'025 CHF | 173'675 CHF | 94.86% | 94.86% |
12.11.2024 | 0.54% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 555'898 CHF | 186'299 CHF | 96.95% | 96.95% |
11.11.2024 | 0.49% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 612'449 CHF | 205'150 CHF | 99.46% | 99.46% |
08.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 632'497 CHF | 211'832 CHF | 90.73% | 90.73% |
07.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 637'579 CHF | 213'526 CHF | 98.67% | 98.67% |