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 | 0.84% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 708'974 CHF | 238'325 CHF | 98.92% | 98.92% |
19.11.2024 | 0.79% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 756'481 CHF | 254'160 CHF | 90.32% | 90.32% |
18.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 851'027 CHF | 285'676 CHF | 97.10% | 97.10% |
15.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 867'871 CHF | 291'290 CHF | 98.92% | 98.92% |
14.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 884'818 CHF | 296'939 CHF | 98.93% | 98.93% |
13.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 876'776 CHF | 294'259 CHF | 96.38% | 96.38% |
12.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 867'906 CHF | 291'302 CHF | 96.49% | 96.49% |
11.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 855'493 CHF | 287'164 CHF | 98.86% | 98.86% |
08.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 841'818 CHF | 282'606 CHF | 98.90% | 98.90% |
07.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 817'555 CHF | 274'518 CHF | 98.23% | 98.23% |