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 | 0.63% | 1.62 CHF | 1.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'028 CHF | 316'028 CHF | 99.53% | 99.53% |
19.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 313'292 CHF | 315'292 CHF | 99.55% | 99.55% |
18.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 297'861 CHF | 299'861 CHF | 99.57% | 99.57% |
15.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'274 CHF | 307'274 CHF | 98.92% | 98.92% |
14.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'975 CHF | 323'975 CHF | 98.73% | 98.73% |
13.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 336'300 CHF | 338'300 CHF | 96.69% | 96.69% |
12.11.2024 | 0.64% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'102 CHF | 312'102 CHF | 99.55% | 99.55% |
11.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'038 CHF | 316'038 CHF | 99.57% | 99.57% |
08.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 316'791 CHF | 318'791 CHF | 99.52% | 99.52% |
07.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 297'364 CHF | 299'364 CHF | 99.48% | 99.48% |