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 | 1.12% | 0.89 CHF | 0.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 443'475 CHF | 89'695 CHF | 99.27% | 99.27% |
19.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 448'974 CHF | 90'795 CHF | 99.27% | 99.27% |
18.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 433'237 CHF | 87'647 CHF | 99.27% | 99.27% |
15.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 413'826 CHF | 83'765 CHF | 99.27% | 99.27% |
14.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 395'494 CHF | 80'099 CHF | 99.27% | 99.27% |
13.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 394'803 CHF | 79'961 CHF | 99.27% | 99.27% |
12.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 379'975 CHF | 76'995 CHF | 99.25% | 99.25% |
11.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 367'888 CHF | 74'578 CHF | 99.27% | 99.27% |
08.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 382'924 CHF | 77'585 CHF | 99.25% | 99.25% |
07.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 405'000 CHF | 82'000 CHF | 1.12% | 1.12% |