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 | 0.76% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 394'975 CHF | 132'658 CHF | 99.37% | 99.37% |
19.11.2024 | 0.75% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'071 CHF | 133'357 CHF | 96.90% | 96.90% |
18.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'911 CHF | 142'637 CHF | 95.42% | 95.42% |
15.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'711 CHF | 143'570 CHF | 99.38% | 99.38% |
14.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 408'647 CHF | 137'216 CHF | 99.37% | 99.37% |
13.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'662 CHF | 138'554 CHF | 92.30% | 92.30% |
12.11.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'551 CHF | 142'517 CHF | 96.98% | 96.98% |
11.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 413'793 CHF | 138'931 CHF | 97.54% | 97.54% |
08.11.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 425'494 CHF | 142'831 CHF | 93.15% | 93.15% |
07.11.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 436'686 CHF | 146'562 CHF | 98.68% | 98.68% |