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 | 0.72% | 1.33 CHF | 1.34 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 416'900 CHF | 104'975 CHF | 99.17% | 99.17% |
19.11.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 412'431 CHF | 103'858 CHF | 99.16% | 99.16% |
18.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 388'324 CHF | 97'831 CHF | 99.22% | 99.22% |
15.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 388'575 CHF | 97'894 CHF | 99.16% | 99.16% |
14.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 387'492 CHF | 97'623 CHF | 99.15% | 99.15% |
13.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 374'816 CHF | 94'454 CHF | 99.16% | 99.16% |
12.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 389'832 CHF | 98'208 CHF | 99.16% | 99.16% |
11.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 378'029 CHF | 95'257 CHF | 99.16% | 99.16% |
08.11.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 353'098 CHF | 89'024 CHF | 99.17% | 99.17% |
07.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 350'404 CHF | 88'351 CHF | 98.18% | 98.18% |