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 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 419'159 CHF | 70'360 CHF | 99.17% | 99.17% |
19.11.2024 | 0.68% | 1.35 CHF | 1.36 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 439'710 CHF | 73'785 CHF | 96.62% | 96.62% |
18.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 50'000 | 300'000 | 89'146 | 487'787 CHF | 145'672 CHF | 99.21% | 99.21% |
15.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'722 CHF | 163'908 CHF | 99.17% | 99.17% |
14.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 504'545 CHF | 169'182 CHF | 99.15% | 99.15% |
13.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'006 CHF | 163'669 CHF | 99.16% | 99.16% |
12.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 537'241 CHF | 180'080 CHF | 99.17% | 99.17% |
11.11.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 566'133 CHF | 189'711 CHF | 99.16% | 99.16% |
08.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 537'132 CHF | 180'044 CHF | 99.17% | 99.17% |
07.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'384 CHF | 183'461 CHF | 98.19% | 98.19% |