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 | 0.84% | 1.17 CHF | 1.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 590'936 CHF | 119'187 CHF | 99.27% | 99.27% |
19.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 570'330 CHF | 115'066 CHF | 99.27% | 99.27% |
18.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 576'042 CHF | 116'208 CHF | 99.27% | 99.27% |
15.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 587'205 CHF | 118'441 CHF | 99.27% | 99.27% |
14.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 582'974 CHF | 117'595 CHF | 99.27% | 99.27% |
13.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 579'503 CHF | 116'901 CHF | 99.27% | 99.27% |
12.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 588'249 CHF | 118'650 CHF | 99.25% | 99.25% |
11.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 606'963 CHF | 122'393 CHF | 99.27% | 99.27% |
08.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 603'568 CHF | 121'714 CHF | 99.25% | 99.25% |
07.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 595'000 CHF | 120'000 CHF | 1.12% | 1.12% |