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 | 0.67% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 295'521 CHF | 297'521 CHF | 99.53% | 99.53% |
19.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'798 CHF | 296'798 CHF | 99.55% | 99.55% |
18.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 279'311 CHF | 281'311 CHF | 99.57% | 99.57% |
15.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 286'686 CHF | 288'686 CHF | 98.92% | 98.92% |
14.11.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 303'410 CHF | 305'410 CHF | 98.73% | 98.73% |
13.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 317'730 CHF | 319'730 CHF | 96.69% | 96.69% |
12.11.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 291'542 CHF | 293'542 CHF | 99.55% | 99.55% |
11.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 295'456 CHF | 297'456 CHF | 99.57% | 99.57% |
08.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 298'169 CHF | 300'169 CHF | 99.52% | 99.52% |
07.11.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'676 CHF | 280'676 CHF | 99.48% | 99.48% |