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% | 1.61 CHF | 1.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'022'570 CHF | 342'855 CHF | 97.83% | 97.83% |
19.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 978'756 CHF | 328'252 CHF | 99.13% | 99.13% |
18.11.2024 | 0.68% | 1.57 CHF | 1.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 879'553 CHF | 295'184 CHF | 98.54% | 98.54% |
15.11.2024 | 0.81% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 739'828 CHF | 248'609 CHF | 95.65% | 95.65% |
14.11.2024 | 0.74% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 807'801 CHF | 271'267 CHF | 96.75% | 96.75% |
13.11.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 936'775 CHF | 314'258 CHF | 97.53% | 97.53% |
12.11.2024 | 0.61% | 1.47 CHF | 1.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 987'452 CHF | 331'151 CHF | 87.34% | 87.34% |
11.11.2024 | 0.67% | 1.59 CHF | 1.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 897'077 CHF | 301'026 CHF | 96.23% | 96.23% |
08.11.2024 | 1.04% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 578'359 CHF | 194'786 CHF | 94.09% | 94.09% |
07.11.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 783'170 CHF | 264'056 CHF | 98.20% | 98.20% |