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 | 0.51% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 590'989 CHF | 197'996 CHF | 99.30% | 99.30% |
19.11.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 588'998 CHF | 197'333 CHF | 98.82% | 98.82% |
18.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 593'922 CHF | 198'974 CHF | 97.55% | 97.55% |
15.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 593'201 CHF | 198'734 CHF | 99.30% | 99.30% |
14.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 557'111 CHF | 186'704 CHF | 99.30% | 99.30% |
13.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 552'023 CHF | 185'008 CHF | 96.81% | 96.81% |
12.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 540'606 CHF | 181'202 CHF | 96.89% | 96.89% |
11.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 529'138 CHF | 177'379 CHF | 98.70% | 98.70% |
08.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 529'774 CHF | 177'591 CHF | 93.25% | 93.25% |
07.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 538'008 CHF | 180'336 CHF | 98.83% | 98.83% |