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 | 0.55% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 365'198 CHF | 367'198 CHF | 99.53% | 99.53% |
19.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 364'413 CHF | 366'413 CHF | 99.56% | 99.56% |
18.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 349'151 CHF | 351'151 CHF | 99.57% | 99.57% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 356'675 CHF | 358'675 CHF | 98.92% | 98.92% |
14.11.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 373'303 CHF | 375'303 CHF | 98.73% | 98.73% |
13.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 387'653 CHF | 389'653 CHF | 96.69% | 96.69% |
12.11.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 361'415 CHF | 363'415 CHF | 99.56% | 99.56% |
11.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 365'425 CHF | 367'425 CHF | 99.57% | 99.57% |
08.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 368'275 CHF | 370'275 CHF | 99.52% | 99.52% |
07.11.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 349'047 CHF | 351'047 CHF | 99.48% | 99.48% |