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 | 0.61% | 1.53 CHF | 1.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 246'335 CHF | 247'835 CHF | 99.17% | 99.17% |
19.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 227'004 CHF | 228'504 CHF | 99.16% | 99.16% |
18.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 253'134 CHF | 254'634 CHF | 99.22% | 99.22% |
15.11.2024 | 0.55% | 1.69 CHF | 1.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 269'906 CHF | 271'406 CHF | 99.16% | 99.16% |
14.11.2024 | 0.52% | 2.06 CHF | 2.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 289'296 CHF | 290'796 CHF | 99.03% | 99.03% |
13.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 273'213 CHF | 274'713 CHF | 99.16% | 99.16% |
12.11.2024 | 0.49% | 1.87 CHF | 1.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 308'479 CHF | 309'979 CHF | 99.16% | 99.16% |
11.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 348'647 CHF | 350'147 CHF | 99.16% | 99.16% |
08.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 320'288 CHF | 321'788 CHF | 99.17% | 99.17% |
07.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 357'957 CHF | 359'457 CHF | 90.59% | 90.59% |