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 | 0.53% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 561'669 CHF | 188'223 CHF | 99.37% | 99.37% |
19.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 564'903 CHF | 189'301 CHF | 98.25% | 98.25% |
18.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'280 CHF | 190'093 CHF | 96.93% | 96.93% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 562'712 CHF | 188'571 CHF | 99.38% | 99.38% |
14.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 511'590 CHF | 171'530 CHF | 99.37% | 99.37% |
13.11.2024 | 0.59% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 511'209 CHF | 171'403 CHF | 96.95% | 96.95% |
12.11.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 503'076 CHF | 168'692 CHF | 96.96% | 96.96% |
11.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 483'563 CHF | 162'188 CHF | 99.35% | 99.35% |
08.11.2024 | 0.56% | 1.67 CHF | 1.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 537'133 CHF | 180'044 CHF | 96.75% | 96.75% |
07.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 524'712 CHF | 175'904 CHF | 97.66% | 97.66% |