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 | 0.58% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 519'668 CHF | 174'223 CHF | 98.88% | 98.88% |
19.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 519'786 CHF | 174'262 CHF | 90.63% | 90.63% |
18.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 511'211 CHF | 171'404 CHF | 96.51% | 96.51% |
15.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 513'790 CHF | 172'263 CHF | 98.35% | 98.35% |
14.11.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 530'714 CHF | 177'905 CHF | 98.89% | 98.89% |
13.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 538'321 CHF | 180'440 CHF | 96.34% | 96.34% |
12.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 513'655 CHF | 172'218 CHF | 96.20% | 96.20% |
11.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 505'731 CHF | 169'577 CHF | 98.72% | 98.72% |
08.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 512'438 CHF | 171'813 CHF | 98.85% | 98.85% |
07.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 517'680 CHF | 173'560 CHF | 98.20% | 98.20% |