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 | 0.71% | 1.35 CHF | 1.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 700'826 CHF | 141'165 CHF | 99.27% | 99.27% |
19.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 705'042 CHF | 142'008 CHF | 99.27% | 99.27% |
18.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 710'762 CHF | 143'152 CHF | 99.27% | 99.27% |
15.11.2024 | 0.64% | 1.49 CHF | 1.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 775'749 CHF | 156'150 CHF | 99.27% | 99.27% |
14.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 811'221 CHF | 163'244 CHF | 99.27% | 99.27% |
13.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 779'025 CHF | 156'805 CHF | 99.27% | 99.27% |
12.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 817'635 CHF | 164'527 CHF | 99.25% | 99.25% |
11.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 838'396 CHF | 168'679 CHF | 99.27% | 99.27% |
08.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 812'006 CHF | 163'401 CHF | 99.25% | 99.25% |
07.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 799'839 CHF | 160'968 CHF | 1.12% | 1.12% |