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 | 1.16% | 0.80 CHF | 0.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 427'876 CHF | 432'876 CHF | 99.54% | 99.54% |
19.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 429'074 CHF | 434'074 CHF | 99.56% | 99.56% |
18.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 471'860 CHF | 476'860 CHF | 99.58% | 99.58% |
15.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 457'111 CHF | 462'111 CHF | 98.92% | 98.92% |
14.11.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 414'047 CHF | 419'047 CHF | 98.73% | 98.73% |
13.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 379'172 CHF | 384'172 CHF | 96.69% | 96.69% |
12.11.2024 | 1.12% | 0.81 CHF | 0.82 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 444'140 CHF | 449'140 CHF | 99.56% | 99.56% |
11.11.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 436'401 CHF | 441'401 CHF | 99.57% | 99.57% |
08.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 432'992 CHF | 437'992 CHF | 99.52% | 99.52% |
07.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 486'448 CHF | 491'448 CHF | 99.49% | 99.49% |