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 | 0.58% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 519'098 CHF | 174'033 CHF | 99.35% | 99.35% |
19.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'214 CHF | 174'405 CHF | 99.35% | 99.35% |
18.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 521'467 CHF | 174'822 CHF | 94.02% | 94.02% |
15.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'563 CHF | 190'188 CHF | 99.36% | 99.36% |
14.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 584'912 CHF | 195'971 CHF | 99.35% | 99.35% |
13.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 599'330 CHF | 200'777 CHF | 93.38% | 93.38% |
12.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 640'753 CHF | 214'584 CHF | 96.86% | 96.86% |
11.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 635'156 CHF | 212'719 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 636'057 CHF | 213'019 CHF | 89.76% | 89.76% |
07.11.2024 | 0.51% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 591'882 CHF | 198'294 CHF | 88.27% | 88.27% |