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 | 0.50% | 1.90 CHF | 1.91 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 599'188 CHF | 100'365 CHF | 99.17% | 99.17% |
19.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 574'763 CHF | 96'294 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 628'458 CHF | 105'243 CHF | 99.22% | 99.22% |
15.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 650'758 CHF | 108'960 CHF | 99.17% | 99.17% |
14.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 583'277 CHF | 97'713 CHF | 99.15% | 99.15% |
13.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 557'796 CHF | 93'466 CHF | 99.16% | 99.16% |
12.11.2024 | 0.47% | 1.88 CHF | 1.89 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 634'430 CHF | 106'238 CHF | 99.16% | 99.16% |
11.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 681'605 CHF | 114'101 CHF | 99.16% | 99.16% |
08.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 619'100 CHF | 103'683 CHF | 99.16% | 99.16% |
07.11.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 558'417 CHF | 187'139 CHF | 98.19% | 98.19% |