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 | 0.57% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'777 CHF | 176'259 CHF | 99.38% | 99.38% |
19.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 516'041 CHF | 173'014 CHF | 99.38% | 99.38% |
18.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 522'983 CHF | 175'328 CHF | 99.38% | 99.38% |
15.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 543'266 CHF | 182'089 CHF | 99.36% | 99.36% |
14.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 544'899 CHF | 182'633 CHF | 99.38% | 99.38% |
13.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 528'012 CHF | 177'004 CHF | 99.38% | 99.38% |
12.11.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 548'152 CHF | 183'717 CHF | 99.15% | 99.15% |
11.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 564'645 CHF | 189'215 CHF | 99.38% | 99.38% |
08.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'554 CHF | 183'518 CHF | 99.38% | 99.38% |
07.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'605 CHF | 183'535 CHF | 98.59% | 98.59% |