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 | 0.60% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 331'426 CHF | 333'426 CHF | 99.81% | 99.81% |
19.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 352'006 CHF | 354'006 CHF | 99.72% | 99.72% |
18.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 347'440 CHF | 349'440 CHF | 99.71% | 99.71% |
15.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 345'203 CHF | 347'203 CHF | 99.81% | 99.81% |
14.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 339'431 CHF | 341'431 CHF | 99.81% | 99.81% |
13.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 339'523 CHF | 341'523 CHF | 99.81% | 99.81% |
12.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 347'882 CHF | 349'882 CHF | 99.51% | 99.51% |
11.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 348'046 CHF | 350'046 CHF | 99.72% | 99.72% |
08.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 349'885 CHF | 351'885 CHF | 99.81% | 99.81% |
07.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 338'706 CHF | 340'706 CHF | 95.69% | 95.69% |