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 | 1.14% | 0.83 CHF | 0.84 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 784'267 CHF | 264'422 CHF | 99.37% | 99.37% |
19.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 759'763 CHF | 256'254 CHF | 99.37% | 99.37% |
18.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 750'796 CHF | 253'265 CHF | 99.25% | 99.25% |
15.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 724'864 CHF | 244'621 CHF | 99.37% | 99.37% |
14.11.2024 | 1.34% | 0.79 CHF | 0.80 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 666'989 CHF | 225'330 CHF | 99.37% | 99.37% |
13.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 615'757 CHF | 208'252 CHF | 99.37% | 99.37% |
12.11.2024 | 1.47% | 0.62 CHF | 0.63 CHF | 900'000 | 300'000 | 902'484 | 302'484 | 612'082 CHF | 208'088 CHF | 99.37% | 99.37% |
11.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 670'063 CHF | 226'354 CHF | 99.38% | 99.38% |
08.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 600'029 CHF | 203'010 CHF | 99.37% | 99.37% |
07.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 674'178 CHF | 227'726 CHF | 98.37% | 98.37% |