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% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'536 CHF | 139'845 CHF | 99.38% | 99.38% |
19.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 409'207 CHF | 137'402 CHF | 99.37% | 99.37% |
18.11.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 391'608 CHF | 131'536 CHF | 99.38% | 99.38% |
15.11.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'993 CHF | 125'331 CHF | 99.36% | 99.36% |
14.11.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'561 CHF | 155'854 CHF | 99.38% | 99.38% |
13.11.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 448'662 CHF | 150'554 CHF | 99.38% | 99.38% |
12.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 453'192 CHF | 152'064 CHF | 99.15% | 99.15% |
11.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 471'906 CHF | 158'302 CHF | 99.38% | 99.38% |
08.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'671 CHF | 155'224 CHF | 99.37% | 99.37% |
07.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 437'306 CHF | 146'769 CHF | 98.58% | 98.58% |