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 | 1.04% | 0.95 CHF | 0.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 476'234 CHF | 96'247 CHF | 99.27% | 99.27% |
19.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 504'480 CHF | 101'896 CHF | 99.27% | 99.27% |
18.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 471'966 CHF | 95'393 CHF | 99.27% | 99.27% |
15.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 455'098 CHF | 92'020 CHF | 99.27% | 99.27% |
14.11.2024 | 1.07% | 0.88 CHF | 0.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 463'597 CHF | 93'720 CHF | 99.27% | 99.27% |
13.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 501'201 CHF | 101'240 CHF | 99.27% | 99.27% |
12.11.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 437'337 CHF | 88'467 CHF | 99.25% | 99.25% |
11.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 424'572 CHF | 85'915 CHF | 99.27% | 99.27% |
08.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 453'598 CHF | 91'720 CHF | 99.25% | 99.25% |
07.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 465'001 CHF | 94'000 CHF | 1.12% | 1.12% |