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 | 0.96% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 518'179 CHF | 104'636 CHF | 99.27% | 99.27% |
19.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 522'564 CHF | 105'513 CHF | 99.27% | 99.27% |
18.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 528'216 CHF | 106'643 CHF | 99.27% | 99.27% |
15.11.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 593'315 CHF | 119'663 CHF | 99.27% | 99.27% |
14.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 628'973 CHF | 126'795 CHF | 99.27% | 99.27% |
13.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 596'434 CHF | 120'287 CHF | 99.27% | 99.27% |
12.11.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 635'325 CHF | 128'065 CHF | 99.25% | 99.25% |
11.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 655'889 CHF | 132'178 CHF | 99.27% | 99.27% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 629'779 CHF | 126'956 CHF | 99.25% | 99.25% |
07.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 617'841 CHF | 124'568 CHF | 1.12% | 1.12% |