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 | 0.57% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 173'588 CHF | 174'588 CHF | 99.42% | 99.42% |
19.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 166'461 CHF | 167'461 CHF | 99.31% | 99.31% |
18.11.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 219'958 CHF | 221'208 CHF | 99.32% | 99.32% |
15.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 224'305 CHF | 225'555 CHF | 99.39% | 99.39% |
14.11.2024 | 0.49% | 1.91 CHF | 1.92 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 252'504 CHF | 253'754 CHF | 99.36% | 99.36% |
13.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 253'529 CHF | 254'779 CHF | 99.20% | 99.20% |
12.11.2024 | 0.50% | 2.08 CHF | 2.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 250'099 CHF | 251'349 CHF | 99.19% | 99.19% |
11.11.2024 | 0.56% | 2.00 CHF | 2.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 223'529 CHF | 224'779 CHF | 99.40% | 99.40% |
08.11.2024 | 0.68% | 1.58 CHF | 1.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 184'575 CHF | 185'825 CHF | 99.49% | 99.49% |
07.11.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 178'796 CHF | 180'046 CHF | 90.31% | 90.31% |