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 | 0.69% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 430'882 CHF | 144'627 CHF | 99.38% | 99.38% |
19.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'050 CHF | 143'017 CHF | 99.37% | 99.37% |
18.11.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'068 CHF | 139'689 CHF | 99.38% | 99.38% |
15.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 404'579 CHF | 135'860 CHF | 99.36% | 99.36% |
14.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 461'460 CHF | 154'820 CHF | 99.37% | 99.37% |
13.11.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 452'033 CHF | 151'678 CHF | 99.38% | 99.38% |
12.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'047 CHF | 152'349 CHF | 99.15% | 99.15% |
11.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 465'793 CHF | 156'264 CHF | 99.38% | 99.38% |
08.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'593 CHF | 154'198 CHF | 99.37% | 99.37% |
07.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 442'858 CHF | 148'619 CHF | 98.58% | 98.58% |