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 | 0.81% | 1.18 CHF | 1.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'100'040 CHF | 369'682 CHF | 99.37% | 99.37% |
19.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'074'060 CHF | 361'019 CHF | 99.38% | 99.38% |
18.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'064'640 CHF | 357'879 CHF | 99.26% | 99.26% |
15.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 1'037'810 CHF | 348'937 CHF | 99.37% | 99.37% |
14.11.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 978'206 CHF | 329'069 CHF | 99.36% | 99.36% |
13.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 924'811 CHF | 311'270 CHF | 99.36% | 99.36% |
12.11.2024 | 0.97% | 0.97 CHF | 0.98 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 919'552 CHF | 309'517 CHF | 99.38% | 99.38% |
11.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 981'476 CHF | 330'159 CHF | 99.38% | 99.38% |
08.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 907'752 CHF | 305'584 CHF | 99.38% | 99.38% |
07.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 984'532 CHF | 331'177 CHF | 98.38% | 98.38% |