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 | 0.61% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 361'753 | 120'584 | 591'357 CHF | 198'325 CHF | 90.46% | 90.46% |
19.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 371'206 | 123'735 | 600'644 CHF | 201'452 CHF | 95.66% | 95.66% |
18.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 505'896 CHF | 169'632 CHF | 94.35% | 94.35% |
15.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 304'745 | 101'582 | 489'918 CHF | 164'322 CHF | 94.63% | 94.63% |
14.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 390'402 | 130'134 | 617'758 CHF | 207'221 CHF | 97.38% | 97.38% |
13.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 429'831 | 143'277 | 673'907 CHF | 226'069 CHF | 96.75% | 96.75% |
12.11.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 316'803 | 105'601 | 513'633 CHF | 172'267 CHF | 93.19% | 93.19% |
11.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 499'843 CHF | 167'614 CHF | 95.41% | 95.41% |
08.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 354'239 | 118'080 | 574'960 CHF | 192'834 CHF | 98.18% | 98.18% |
07.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 513'006 CHF | 172'002 CHF | 97.67% | 97.67% |