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 | 0.78% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 641'641 CHF | 129'328 CHF | 99.27% | 99.27% |
19.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 630'929 CHF | 127'186 CHF | 99.27% | 99.27% |
18.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 628'174 CHF | 126'635 CHF | 99.27% | 99.27% |
15.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 612'435 CHF | 123'487 CHF | 99.27% | 99.27% |
14.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 594'725 CHF | 119'945 CHF | 99.27% | 99.27% |
13.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 593'869 CHF | 119'774 CHF | 99.27% | 99.27% |
12.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 605'534 CHF | 122'107 CHF | 99.25% | 99.25% |
11.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 622'006 CHF | 125'401 CHF | 99.27% | 99.27% |
08.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 604'654 CHF | 121'931 CHF | 99.26% | 99.26% |
07.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 630'000 CHF | 127'000 CHF | 1.12% | 1.12% |