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 | 0.57% | 1.76 CHF | 1.77 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 262'641 CHF | 264'141 CHF | 99.39% | 99.39% |
19.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 261'436 CHF | 262'936 CHF | 99.30% | 99.30% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 262'149 CHF | 263'649 CHF | 99.31% | 99.31% |
15.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 261'169 CHF | 262'669 CHF | 99.38% | 99.38% |
14.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 261'799 CHF | 263'299 CHF | 99.37% | 99.37% |
13.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 260'389 CHF | 261'889 CHF | 99.39% | 99.39% |
12.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 252'800 CHF | 254'300 CHF | 99.08% | 99.08% |
11.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 232'537 CHF | 234'037 CHF | 99.30% | 99.30% |
08.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 235'644 CHF | 237'144 CHF | 99.39% | 99.39% |
07.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 233'594 CHF | 235'094 CHF | 99.25% | 99.25% |