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 | 0.82% | 1.18 CHF | 1.19 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 364'475 CHF | 61'246 CHF | 99.16% | 99.16% |
19.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 350'916 CHF | 58'986 CHF | 99.17% | 99.17% |
18.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 362'830 CHF | 60'972 CHF | 99.22% | 99.22% |
15.11.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 356'684 CHF | 59'947 CHF | 99.16% | 99.16% |
14.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 369'220 CHF | 62'037 CHF | 99.16% | 99.16% |
13.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 365'734 CHF | 61'456 CHF | 99.16% | 99.16% |
12.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 387'964 CHF | 65'161 CHF | 99.16% | 99.16% |
11.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 407'004 CHF | 68'334 CHF | 99.17% | 99.17% |
08.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 383'550 CHF | 64'425 CHF | 99.17% | 99.17% |
07.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 386'371 CHF | 64'895 CHF | 98.18% | 98.18% |