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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 368'091 CHF | 61'849 CHF | 99.16% | 99.16% |
20.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 327'626 CHF | 55'104 CHF | 99.17% | 99.17% |
19.11.2024 | 0.86% | 1.05 CHF | 1.06 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 349'679 CHF | 58'780 CHF | 96.62% | 96.62% |
18.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300'000 | 50'000 | 300'000 | 89'142 | 397'905 CHF | 118'955 CHF | 99.22% | 99.22% |
15.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 398'474 CHF | 133'825 CHF | 99.17% | 99.17% |
14.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 414'204 CHF | 139'068 CHF | 99.15% | 99.15% |
13.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 398'062 CHF | 133'687 CHF | 99.16% | 99.16% |
12.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 446'497 CHF | 149'832 CHF | 99.16% | 99.16% |
11.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'329 CHF | 159'443 CHF | 99.16% | 99.16% |
08.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 446'648 CHF | 149'883 CHF | 99.17% | 99.17% |