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 | 0.66% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'368 CHF | 152'456 CHF | 99.37% | 99.37% |
19.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'875 CHF | 154'625 CHF | 99.37% | 99.37% |
18.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'203 CHF | 163'734 CHF | 97.51% | 97.51% |
15.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 496'672 CHF | 166'557 CHF | 99.38% | 99.38% |
14.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 511'176 CHF | 171'392 CHF | 99.37% | 99.37% |
13.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 482'010 CHF | 161'670 CHF | 96.85% | 96.85% |
12.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 482'511 CHF | 161'837 CHF | 96.89% | 96.89% |
11.11.2024 | 0.68% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'131 CHF | 146'710 CHF | 99.34% | 99.34% |
08.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 417'792 CHF | 140'264 CHF | 99.27% | 99.27% |
07.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 414'619 CHF | 139'206 CHF | 98.70% | 98.70% |