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 | 1.31% | 0.77 CHF | 0.78 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 567'849 CHF | 76'713 CHF | 96.57% | 96.57% |
19.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 557'028 CHF | 75'270 CHF | 97.44% | 97.44% |
18.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 546'371 CHF | 73'850 CHF | 92.50% | 92.50% |
15.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 535'221 CHF | 72'363 CHF | 97.24% | 97.24% |
14.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 542'528 CHF | 73'337 CHF | 98.36% | 98.36% |
13.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 572'185 CHF | 77'291 CHF | 93.02% | 93.02% |
12.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 552'632 CHF | 74'684 CHF | 96.29% | 96.29% |
11.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 535'303 CHF | 72'374 CHF | 91.03% | 91.03% |
08.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 542'687 CHF | 73'358 CHF | 92.19% | 92.19% |
07.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 540'964 CHF | 73'129 CHF | 98.68% | 98.68% |