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 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'231 CHF | 146'744 CHF | 99.44% | 99.44% |
19.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'518 CHF | 139'839 CHF | 99.44% | 99.44% |
18.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'436 CHF | 139'812 CHF | 97.27% | 97.27% |
15.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'781 CHF | 143'594 CHF | 93.47% | 93.47% |
14.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 446'242 CHF | 149'747 CHF | 99.44% | 99.44% |
13.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'427 CHF | 152'476 CHF | 96.93% | 96.93% |
12.11.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 466'891 CHF | 156'630 CHF | 96.85% | 96.85% |
11.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 467'140 CHF | 156'713 CHF | 99.44% | 99.44% |
08.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'561 CHF | 155'854 CHF | 99.27% | 99.27% |
07.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 474'245 CHF | 159'082 CHF | 98.70% | 98.70% |