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 | 0.59% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 509'296 CHF | 170'765 CHF | 97.69% | 97.69% |
19.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 495'530 CHF | 166'177 CHF | 95.86% | 95.86% |
18.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 491'208 CHF | 164'736 CHF | 93.99% | 93.99% |
15.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 496'579 CHF | 166'526 CHF | 94.28% | 94.28% |
14.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 508'057 CHF | 170'352 CHF | 98.64% | 98.64% |
13.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 448'969 CHF | 150'656 CHF | 97.15% | 97.15% |
12.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 477'214 CHF | 160'071 CHF | 97.42% | 97.42% |
11.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 498'246 CHF | 167'082 CHF | 95.40% | 95.40% |
08.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 483'446 CHF | 162'149 CHF | 96.80% | 96.80% |
07.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 469'971 CHF | 157'657 CHF | 98.06% | 98.06% |