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 | 0.72% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 414'438 CHF | 139'146 CHF | 99.38% | 99.38% |
19.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 404'626 CHF | 135'875 CHF | 99.38% | 99.38% |
18.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 411'561 CHF | 138'187 CHF | 99.38% | 99.38% |
15.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 432'186 CHF | 145'062 CHF | 99.36% | 99.36% |
14.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 433'861 CHF | 145'620 CHF | 99.38% | 99.38% |
13.11.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'838 CHF | 139'946 CHF | 99.38% | 99.38% |
12.11.2024 | 0.68% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'057 CHF | 146'686 CHF | 99.14% | 99.14% |
11.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 453'315 CHF | 152'105 CHF | 99.38% | 99.38% |
08.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 436'166 CHF | 146'389 CHF | 99.37% | 99.37% |
07.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 435'976 CHF | 146'325 CHF | 98.59% | 98.59% |