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 | 0.59% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 503'524 CHF | 168'841 CHF | 99.44% | 99.44% |
19.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 504'433 CHF | 169'144 CHF | 98.95% | 98.95% |
18.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 503'300 CHF | 168'767 CHF | 97.43% | 97.43% |
15.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 507'050 CHF | 170'017 CHF | 99.44% | 99.44% |
14.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 541'697 CHF | 181'566 CHF | 99.44% | 99.44% |
13.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'168 CHF | 183'389 CHF | 96.98% | 96.98% |
12.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 557'768 CHF | 186'923 CHF | 96.88% | 96.88% |
11.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 571'326 CHF | 191'442 CHF | 98.87% | 98.87% |
08.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 573'515 CHF | 192'172 CHF | 93.36% | 93.36% |
07.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 569'364 CHF | 190'788 CHF | 98.68% | 98.68% |