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 | 0.65% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 463'580 CHF | 155'527 CHF | 98.87% | 98.87% |
19.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 463'509 CHF | 155'503 CHF | 90.63% | 90.63% |
18.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'782 CHF | 152'594 CHF | 96.31% | 96.31% |
15.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 457'413 CHF | 153'471 CHF | 98.35% | 98.35% |
14.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 474'414 CHF | 159'138 CHF | 98.89% | 98.89% |
13.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 481'998 CHF | 161'666 CHF | 96.48% | 96.48% |
12.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 457'327 CHF | 153'442 CHF | 96.27% | 96.27% |
11.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 449'200 CHF | 150'733 CHF | 98.72% | 98.72% |
08.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 455'821 CHF | 152'940 CHF | 98.84% | 98.84% |
07.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'862 CHF | 154'621 CHF | 98.20% | 98.20% |