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 | 0.74% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 406'477 CHF | 136'492 CHF | 99.31% | 99.31% |
19.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'374 CHF | 136'791 CHF | 99.35% | 99.35% |
18.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 408'649 CHF | 137'216 CHF | 94.65% | 94.65% |
15.11.2024 | 0.66% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'675 CHF | 152'558 CHF | 99.37% | 99.37% |
14.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 471'864 CHF | 158'288 CHF | 99.34% | 99.34% |
13.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 487'459 CHF | 163'486 CHF | 93.36% | 93.36% |
12.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 528'946 CHF | 177'315 CHF | 96.89% | 96.89% |
11.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 523'138 CHF | 175'379 CHF | 99.38% | 99.38% |
08.11.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'090 CHF | 176'030 CHF | 90.83% | 90.83% |
07.11.2024 | 0.62% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 480'448 CHF | 161'149 CHF | 88.27% | 88.27% |