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 | 0.86% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 576'862 CHF | 116'372 CHF | 99.27% | 99.27% |
19.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 580'914 CHF | 117'183 CHF | 99.27% | 99.27% |
18.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 568'456 CHF | 114'691 CHF | 99.27% | 99.27% |
15.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 552'017 CHF | 111'403 CHF | 99.27% | 99.27% |
14.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 536'043 CHF | 108'209 CHF | 99.27% | 99.27% |
13.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 536'226 CHF | 108'245 CHF | 99.27% | 99.27% |
12.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 524'214 CHF | 105'843 CHF | 99.25% | 99.25% |
11.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 513'586 CHF | 103'717 CHF | 99.27% | 99.27% |
08.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 525'568 CHF | 106'114 CHF | 99.25% | 99.25% |
07.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 545'000 CHF | 110'000 CHF | 1.12% | 1.12% |