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 | 0.70% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 849'423 CHF | 285'141 CHF | 98.92% | 98.92% |
19.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 896'793 CHF | 300'931 CHF | 90.32% | 90.32% |
18.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 991'846 CHF | 332'615 CHF | 97.03% | 97.03% |
15.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'008'940 CHF | 338'314 CHF | 98.92% | 98.92% |
14.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'025'720 CHF | 343'907 CHF | 98.94% | 98.94% |
13.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'017'730 CHF | 341'242 CHF | 96.51% | 96.51% |
12.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'008'700 CHF | 338'234 CHF | 96.49% | 96.49% |
11.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 996'546 CHF | 334'182 CHF | 98.86% | 98.86% |
08.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 983'121 CHF | 329'707 CHF | 98.90% | 98.90% |
07.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 959'360 CHF | 321'787 CHF | 98.24% | 98.24% |