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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 478'539 CHF | 160'513 CHF | 99.37% | 99.37% |
20.11.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'778 CHF | 155'926 CHF | 99.37% | 99.37% |
19.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'711 CHF | 153'904 CHF | 98.25% | 98.25% |
18.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 461'649 CHF | 154'883 CHF | 96.84% | 96.84% |
15.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'395 CHF | 157'132 CHF | 99.38% | 99.38% |
14.11.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'659 CHF | 174'553 CHF | 99.37% | 99.37% |
13.11.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 514'380 CHF | 172'460 CHF | 96.89% | 96.89% |
12.11.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'991 CHF | 174'664 CHF | 96.88% | 96.88% |
11.11.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 537'728 CHF | 180'242 CHF | 99.35% | 99.35% |
08.11.2024 | 0.63% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 477'141 CHF | 160'047 CHF | 96.75% | 96.75% |