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 | 0.50% | 1.96 CHF | 1.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 599'134 CHF | 200'712 CHF | 99.37% | 99.37% |
19.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 573'984 CHF | 192'328 CHF | 99.37% | 99.37% |
18.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 564'185 CHF | 189'062 CHF | 99.26% | 99.26% |
15.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 549'940 CHF | 184'313 CHF | 98.76% | 98.76% |
14.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 624'182 CHF | 209'061 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 616'106 CHF | 206'369 CHF | 99.37% | 99.37% |
12.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 622'978 CHF | 208'659 CHF | 99.37% | 99.37% |
11.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 611'364 CHF | 204'788 CHF | 99.38% | 99.38% |
08.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 569'583 CHF | 190'861 CHF | 99.37% | 99.37% |
07.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 555'454 CHF | 186'151 CHF | 98.38% | 98.38% |