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 | 0.75% | 1.27 CHF | 1.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 665'216 CHF | 670'216 CHF | 99.54% | 99.54% |
19.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 666'177 CHF | 671'177 CHF | 99.56% | 99.56% |
18.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 709'656 CHF | 714'656 CHF | 99.58% | 99.58% |
15.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 695'292 CHF | 700'292 CHF | 98.92% | 98.92% |
14.11.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 651'847 CHF | 656'847 CHF | 98.73% | 98.73% |
13.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 617'040 CHF | 622'040 CHF | 96.69% | 96.69% |
12.11.2024 | 0.73% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 681'778 CHF | 686'778 CHF | 99.56% | 99.56% |
11.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 674'330 CHF | 679'330 CHF | 99.57% | 99.57% |
08.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 671'231 CHF | 676'231 CHF | 99.52% | 99.52% |
07.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 725'560 CHF | 730'560 CHF | 99.49% | 99.49% |