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 | 0.60% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 499'571 CHF | 167'524 CHF | 98.99% | 98.99% |
19.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 487'394 CHF | 163'465 CHF | 98.85% | 98.85% |
18.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 507'474 CHF | 170'158 CHF | 97.00% | 97.00% |
15.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 505'959 CHF | 169'653 CHF | 99.38% | 99.38% |
14.11.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 471'340 CHF | 158'113 CHF | 99.37% | 99.37% |
13.11.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 436'888 CHF | 146'629 CHF | 96.96% | 96.96% |
12.11.2024 | 0.64% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'133 CHF | 155'711 CHF | 96.83% | 96.83% |
11.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 498'565 CHF | 167'188 CHF | 98.50% | 98.50% |
08.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 500'827 CHF | 167'942 CHF | 93.37% | 93.37% |
07.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 531'102 CHF | 178'034 CHF | 98.70% | 98.70% |