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 | 0.80% | 1.19 CHF | 1.20 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 375'155 CHF | 63'026 CHF | 99.16% | 99.16% |
19.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 369'889 CHF | 62'148 CHF | 99.16% | 99.16% |
18.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 345'504 CHF | 58'084 CHF | 99.22% | 99.22% |
15.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 346'278 CHF | 58'213 CHF | 99.16% | 99.16% |
14.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 345'050 CHF | 58'008 CHF | 99.15% | 99.15% |
13.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 331'202 CHF | 55'700 CHF | 99.16% | 99.16% |
12.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 347'002 CHF | 58'334 CHF | 99.16% | 99.16% |
11.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 334'947 CHF | 56'325 CHF | 99.16% | 99.16% |
08.11.2024 | 0.97% | 1.09 CHF | 1.10 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 309'501 CHF | 52'084 CHF | 99.16% | 99.16% |
07.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 306'198 CHF | 51'533 CHF | 98.19% | 98.19% |