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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 525'896 CHF | 528'896 CHF | 99.99% | 99.99% |
25.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 491'207 CHF | 494'207 CHF | 98.60% | 98.60% |
22.11.2024 | 0.60% | 1.59 CHF | 1.60 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 499'038 CHF | 502'038 CHF | 100.00% | 100.00% |
20.11.2024 | 0.54% | 1.98 CHF | 1.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 558'425 CHF | 561'425 CHF | 97.89% | 97.89% |
19.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 597'965 CHF | 600'965 CHF | 99.83% | 99.83% |
18.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 545'482 CHF | 548'482 CHF | 98.78% | 98.78% |
15.11.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 511'916 CHF | 514'916 CHF | 99.92% | 99.92% |
14.11.2024 | 0.64% | 1.44 CHF | 1.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 472'353 CHF | 475'353 CHF | 98.26% | 98.26% |
13.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 505'362 CHF | 508'362 CHF | 99.60% | 99.60% |
12.11.2024 | 0.69% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 435'087 CHF | 438'087 CHF | 100.00% | 100.00% |