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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 517'594 CHF | 173'531 CHF | 99.23% | 99.23% |
20.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 521'280 CHF | 174'760 CHF | 99.06% | 99.06% |
19.11.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 509'073 CHF | 170'691 CHF | 98.92% | 98.92% |
18.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 529'280 CHF | 177'427 CHF | 97.46% | 97.46% |
15.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 527'902 CHF | 176'967 CHF | 99.45% | 99.45% |
14.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 493'076 CHF | 165'359 CHF | 99.44% | 99.44% |
13.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'711 CHF | 153'904 CHF | 96.92% | 96.92% |
12.11.2024 | 0.62% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 486'024 CHF | 163'008 CHF | 96.77% | 96.77% |
11.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'545 CHF | 174'515 CHF | 98.58% | 98.58% |
08.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 522'745 CHF | 175'248 CHF | 93.40% | 93.40% |