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% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 514'611 CHF | 172'537 CHF | 99.37% | 99.37% |
19.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 506'669 CHF | 169'890 CHF | 99.37% | 99.37% |
18.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 489'316 CHF | 164'105 CHF | 99.38% | 99.38% |
15.11.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 470'476 CHF | 157'825 CHF | 99.36% | 99.36% |
14.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 563'586 CHF | 188'862 CHF | 99.37% | 99.37% |
13.11.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'603 CHF | 183'534 CHF | 99.38% | 99.38% |
12.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 551'824 CHF | 184'941 CHF | 99.15% | 99.15% |
11.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 571'568 CHF | 191'523 CHF | 99.38% | 99.38% |
08.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 560'804 CHF | 187'935 CHF | 99.37% | 99.37% |
07.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 534'479 CHF | 179'160 CHF | 98.58% | 98.58% |