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 | 0.83% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 358'211 CHF | 120'404 CHF | 99.35% | 99.35% |
19.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'343 CHF | 120'781 CHF | 99.35% | 99.35% |
18.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'524 CHF | 121'175 CHF | 94.59% | 94.59% |
15.11.2024 | 0.74% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 406'433 CHF | 136'478 CHF | 99.36% | 99.36% |
14.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 423'505 CHF | 142'168 CHF | 99.35% | 99.35% |
13.11.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 439'369 CHF | 147'456 CHF | 93.36% | 93.36% |
12.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 481'013 CHF | 161'338 CHF | 96.78% | 96.78% |
11.11.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'329 CHF | 159'443 CHF | 99.37% | 99.37% |
08.11.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 477'666 CHF | 160'222 CHF | 90.83% | 90.83% |
07.11.2024 | 0.69% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 433'408 CHF | 145'469 CHF | 88.29% | 88.29% |