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% | 1.91 CHF | 1.92 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 567'984 CHF | 95'164 CHF | 99.16% | 99.16% |
19.11.2024 | 0.51% | 1.85 CHF | 1.86 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 587'580 CHF | 98'430 CHF | 96.62% | 96.62% |
18.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 300'000 | 50'000 | 300'000 | 69'566 | 634'999 CHF | 147'855 CHF | 99.23% | 99.23% |
15.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 636'149 CHF | 159'787 CHF | 99.17% | 99.17% |
14.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 651'928 CHF | 163'732 CHF | 99.15% | 99.15% |
13.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 635'004 CHF | 159'501 CHF | 99.16% | 99.16% |
12.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 684'940 CHF | 171'985 CHF | 99.17% | 99.17% |
11.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 713'700 CHF | 179'175 CHF | 99.16% | 99.16% |
08.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 684'635 CHF | 171'909 CHF | 99.17% | 99.17% |
07.11.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 694'704 CHF | 174'426 CHF | 98.19% | 98.19% |