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 | 0.53% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 565'508 CHF | 189'503 CHF | 90.35% | 90.35% |
19.11.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 559'334 CHF | 187'444 CHF | 95.61% | 95.61% |
18.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 581'068 CHF | 194'689 CHF | 94.19% | 94.19% |
15.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 556'621 CHF | 186'540 CHF | 94.66% | 94.66% |
14.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 548'664 CHF | 183'888 CHF | 97.43% | 97.43% |
13.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 543'334 CHF | 182'111 CHF | 96.74% | 96.74% |
12.11.2024 | 0.53% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 560'808 CHF | 187'936 CHF | 95.03% | 95.03% |
11.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 574'301 CHF | 192'434 CHF | 95.36% | 95.36% |
08.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 560'742 CHF | 187'914 CHF | 98.20% | 98.20% |
07.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 586'532 CHF | 196'511 CHF | 97.66% | 97.66% |