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 | 0.61% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 490'534 CHF | 164'511 CHF | 99.38% | 99.38% |
19.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 485'841 CHF | 162'947 CHF | 99.37% | 99.37% |
18.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 476'068 CHF | 159'689 CHF | 99.38% | 99.38% |
15.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'512 CHF | 155'837 CHF | 99.36% | 99.36% |
14.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 521'460 CHF | 174'820 CHF | 99.37% | 99.37% |
13.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 512'001 CHF | 171'667 CHF | 99.38% | 99.38% |
12.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 514'047 CHF | 172'349 CHF | 99.15% | 99.15% |
11.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'793 CHF | 176'264 CHF | 99.38% | 99.38% |
08.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 519'513 CHF | 174'171 CHF | 99.37% | 99.37% |
07.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 502'335 CHF | 168'445 CHF | 98.58% | 98.58% |