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 | 0.87% | 1.12 CHF | 1.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 575'113 CHF | 116'023 CHF | 99.27% | 99.27% |
19.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 577'517 CHF | 116'503 CHF | 99.27% | 99.27% |
18.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 565'794 CHF | 114'159 CHF | 99.27% | 99.27% |
15.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 550'372 CHF | 111'074 CHF | 99.27% | 99.27% |
14.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 554'954 CHF | 111'991 CHF | 99.27% | 99.27% |
13.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 551'006 CHF | 111'201 CHF | 99.27% | 99.27% |
12.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 583'774 CHF | 117'755 CHF | 99.25% | 99.25% |
11.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 616'064 CHF | 124'213 CHF | 99.27% | 99.27% |
08.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 618'599 CHF | 124'720 CHF | 99.26% | 99.26% |
07.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 632'234 CHF | 127'447 CHF | 1.12% | 1.12% |