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 | 0.69% | 1.43 CHF | 1.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'089'890 CHF | 365'797 CHF | 99.38% | 99.38% |
19.11.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 1'060'580 CHF | 356'027 CHF | 99.37% | 99.37% |
18.11.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 969'054 CHF | 325'518 CHF | 99.25% | 99.25% |
15.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 860'780 CHF | 289'426 CHF | 99.37% | 99.37% |
14.11.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 750'000 | 250'000 | 763'386 | 254'462 | 796'803 CHF | 268'146 CHF | 99.37% | 99.37% |
13.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 826'309 CHF | 277'936 CHF | 99.37% | 99.37% |
12.11.2024 | 0.88% | 1.06 CHF | 1.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 852'528 CHF | 286'676 CHF | 99.37% | 99.37% |
11.11.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 944'100 CHF | 317'200 CHF | 99.37% | 99.37% |
08.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 750'000 | 250'000 | 779'778 | 259'926 | 737'082 CHF | 248'293 CHF | 99.37% | 99.37% |
07.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 750'000 | 250'000 | 768'540 | 256'180 | 783'058 CHF | 263'581 CHF | 98.38% | 98.38% |