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 | 0.52% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 575'077 CHF | 192'692 CHF | 99.37% | 99.37% |
19.11.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 570'711 CHF | 191'237 CHF | 96.93% | 96.93% |
18.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'394 CHF | 183'465 CHF | 95.44% | 95.44% |
15.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 546'812 CHF | 183'271 CHF | 99.38% | 99.38% |
14.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'080 CHF | 190'027 CHF | 99.37% | 99.37% |
13.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 556'850 CHF | 186'617 CHF | 92.33% | 92.33% |
12.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 543'760 CHF | 182'253 CHF | 96.92% | 96.92% |
11.11.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 551'380 CHF | 184'793 CHF | 97.55% | 97.55% |
08.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 533'250 CHF | 178'750 CHF | 93.16% | 93.16% |
07.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 524'956 CHF | 175'985 CHF | 98.69% | 98.69% |