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 | 1.75% | 0.51 CHF | 0.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 283'408 CHF | 288'408 CHF | 99.54% | 99.54% |
19.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 284'784 CHF | 289'784 CHF | 99.55% | 99.55% |
18.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 327'110 CHF | 332'110 CHF | 99.58% | 99.58% |
15.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 312'133 CHF | 317'133 CHF | 98.92% | 98.92% |
14.11.2024 | 1.85% | 0.58 CHF | 0.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 269'308 CHF | 274'308 CHF | 98.73% | 98.73% |
13.11.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 234'397 CHF | 239'397 CHF | 96.69% | 96.69% |
12.11.2024 | 1.66% | 0.52 CHF | 0.53 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 299'508 CHF | 304'508 CHF | 99.56% | 99.56% |
11.11.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 291'585 CHF | 296'585 CHF | 99.57% | 99.57% |
08.11.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 287'982 CHF | 292'982 CHF | 99.52% | 99.52% |
07.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 340'930 CHF | 345'930 CHF | 99.48% | 99.48% |