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 | 1.78% | 0.54 CHF | 0.55 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 417'377 CHF | 56'650 CHF | 96.57% | 96.57% |
19.11.2024 | 1.74% | 0.57 CHF | 0.59 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 427'639 CHF | 58'019 CHF | 97.44% | 97.44% |
18.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 441'382 CHF | 59'851 CHF | 92.51% | 92.51% |
15.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 455'821 CHF | 61'776 CHF | 97.24% | 97.24% |
14.11.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 447'494 CHF | 60'666 CHF | 98.36% | 98.36% |
13.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 418'139 CHF | 56'752 CHF | 93.00% | 93.00% |
12.11.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 437'295 CHF | 59'306 CHF | 96.35% | 96.35% |
11.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 456'463 CHF | 61'862 CHF | 91.04% | 91.04% |
08.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 451'902 CHF | 61'254 CHF | 92.19% | 92.19% |
07.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 457'547 CHF | 62'006 CHF | 98.70% | 98.70% |