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 | 0.70% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 710'801 CHF | 143'160 CHF | 99.27% | 99.27% |
19.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 699'297 CHF | 140'859 CHF | 99.27% | 99.27% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 696'124 CHF | 140'225 CHF | 99.27% | 99.27% |
15.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 679'890 CHF | 136'978 CHF | 99.27% | 99.27% |
14.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 662'126 CHF | 133'425 CHF | 99.27% | 99.27% |
13.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 662'262 CHF | 133'452 CHF | 99.27% | 99.27% |
12.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 674'422 CHF | 135'884 CHF | 99.25% | 99.25% |
11.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 690'195 CHF | 139'039 CHF | 99.27% | 99.27% |
08.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 673'034 CHF | 135'607 CHF | 99.25% | 99.25% |
07.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 700'000 CHF | 141'000 CHF | 1.12% | 1.12% |