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 | 0.58% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 514'264 CHF | 172'421 CHF | 99.36% | 99.36% |
19.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 514'943 CHF | 172'648 CHF | 99.34% | 99.34% |
18.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 516'638 CHF | 173'213 CHF | 94.08% | 94.08% |
15.11.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 562'773 CHF | 188'591 CHF | 99.35% | 99.35% |
14.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 579'966 CHF | 194'322 CHF | 99.35% | 99.35% |
13.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 594'814 CHF | 199'271 CHF | 93.56% | 93.56% |
12.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 636'174 CHF | 213'058 CHF | 96.76% | 96.76% |
11.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 630'384 CHF | 211'128 CHF | 99.37% | 99.37% |
08.11.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 631'196 CHF | 211'399 CHF | 89.76% | 89.76% |
07.11.2024 | 0.51% | 2.08 CHF | 2.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 586'909 CHF | 196'636 CHF | 88.27% | 88.27% |