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 | 0.57% | 1.74 CHF | 1.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 262'270 CHF | 87'924 CHF | 98.93% | 98.93% |
19.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 269'199 CHF | 90'233 CHF | 98.90% | 98.90% |
18.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 277'316 CHF | 92'939 CHF | 97.04% | 97.04% |
15.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 283'038 CHF | 94'846 CHF | 99.37% | 99.37% |
14.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 276'721 CHF | 92'740 CHF | 99.37% | 99.37% |
13.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 263'828 CHF | 88'443 CHF | 96.92% | 96.92% |
12.11.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 254'828 CHF | 85'443 CHF | 96.91% | 96.91% |
11.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 244'381 CHF | 81'961 CHF | 98.87% | 98.87% |
08.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 244'108 CHF | 81'869 CHF | 93.76% | 93.76% |
07.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 251'334 CHF | 84'278 CHF | 98.68% | 98.68% |