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 | 0.63% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 473'191 CHF | 158'730 CHF | 90.50% | 90.50% |
19.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 467'293 CHF | 156'764 CHF | 95.58% | 95.58% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'459 CHF | 163'820 CHF | 94.05% | 94.05% |
15.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'054 CHF | 155'685 CHF | 94.65% | 94.65% |
14.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 456'317 CHF | 153'106 CHF | 97.41% | 97.41% |
13.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 450'880 CHF | 151'293 CHF | 96.75% | 96.75% |
12.11.2024 | 0.64% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'873 CHF | 157'291 CHF | 93.19% | 93.19% |
11.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 481'805 CHF | 161'602 CHF | 95.36% | 95.36% |
08.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'177 CHF | 157'059 CHF | 98.20% | 98.20% |
07.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 493'616 CHF | 165'539 CHF | 97.69% | 97.69% |