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 | 0.64% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 466'750 CHF | 156'583 CHF | 99.37% | 99.37% |
19.11.2024 | 0.65% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'649 CHF | 155'216 CHF | 96.92% | 96.92% |
18.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 438'998 CHF | 147'333 CHF | 95.43% | 95.43% |
15.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 438'217 CHF | 147'072 CHF | 99.38% | 99.38% |
14.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'200 CHF | 153'733 CHF | 99.37% | 99.37% |
13.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 448'888 CHF | 150'629 CHF | 92.18% | 92.18% |
12.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 435'831 CHF | 146'277 CHF | 96.91% | 96.91% |
11.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'232 CHF | 149'077 CHF | 97.56% | 97.56% |
08.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'480 CHF | 143'160 CHF | 93.15% | 93.15% |
07.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'200 CHF | 140'400 CHF | 98.70% | 98.70% |