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 | 0.65% | 1.48 CHF | 1.49 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 456'687 CHF | 114'922 CHF | 99.16% | 99.16% |
19.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 441'817 CHF | 111'204 CHF | 99.17% | 99.17% |
18.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 453'922 CHF | 114'230 CHF | 99.22% | 99.22% |
15.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 448'159 CHF | 112'790 CHF | 99.16% | 99.16% |
14.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 461'962 CHF | 116'240 CHF | 99.15% | 99.15% |
13.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 458'153 CHF | 115'288 CHF | 99.16% | 99.16% |
12.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 480'988 CHF | 120'997 CHF | 99.16% | 99.16% |
11.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 500'412 CHF | 125'853 CHF | 99.17% | 99.17% |
08.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 476'638 CHF | 119'910 CHF | 99.17% | 99.17% |
07.11.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 478'630 CHF | 120'408 CHF | 98.19% | 98.19% |