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 | 1.22% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 409'035 CHF | 82'807 CHF | 99.27% | 99.27% |
19.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 413'059 CHF | 83'612 CHF | 99.27% | 99.27% |
18.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 418'893 CHF | 84'779 CHF | 99.27% | 99.27% |
15.11.2024 | 1.03% | 0.91 CHF | 0.92 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 483'785 CHF | 97'757 CHF | 99.27% | 99.27% |
14.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 519'385 CHF | 104'877 CHF | 99.27% | 99.27% |
13.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 487'109 CHF | 98'422 CHF | 99.27% | 99.27% |
12.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 526'265 CHF | 106'253 CHF | 99.25% | 99.25% |
11.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 546'695 CHF | 110'339 CHF | 99.27% | 99.27% |
08.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 520'498 CHF | 105'100 CHF | 99.26% | 99.26% |
07.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 509'258 CHF | 102'852 CHF | 1.12% | 1.12% |