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 | 0.69% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 240'075 | 80'025 | 345'422 CHF | 115'941 CHF | 99.25% | 99.25% |
19.11.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 299'763 | 99'921 | 401'923 CHF | 134'973 CHF | 88.73% | 88.73% |
18.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 393'696 CHF | 132'232 CHF | 97.52% | 97.52% |
15.11.2024 | 0.74% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 403'003 CHF | 135'334 CHF | 96.59% | 96.59% |
14.11.2024 | 0.67% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 229'893 | 76'631 | 342'331 CHF | 114'877 CHF | 99.24% | 99.24% |
13.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 349'826 CHF | 117'359 CHF | 99.27% | 99.27% |
12.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 344'503 CHF | 115'584 CHF | 99.30% | 99.30% |
11.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 335'706 CHF | 112'652 CHF | 99.22% | 99.22% |
08.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 340'832 CHF | 114'361 CHF | 99.22% | 99.22% |
07.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 434'405 CHF | 145'802 CHF | 98.57% | 98.57% |