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 | 1.37% | 0.70 CHF | 0.71 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 1'087'200 CHF | 110'220 CHF | 99.37% | 99.37% |
19.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 1'045'510 CHF | 106'051 CHF | 99.37% | 99.37% |
18.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 1'033'160 CHF | 104'816 CHF | 99.26% | 99.26% |
15.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 972'837 CHF | 98'784 CHF | 99.38% | 99.38% |
14.11.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 909'660 CHF | 92'466 CHF | 99.37% | 99.37% |
13.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 907'999 CHF | 92'300 CHF | 99.37% | 99.37% |
12.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 956'502 CHF | 97'150 CHF | 99.38% | 99.38% |
11.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 1'015'550 CHF | 103'055 CHF | 99.37% | 99.37% |
08.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 948'712 CHF | 96'371 CHF | 99.37% | 99.37% |
07.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 988'257 CHF | 100'326 CHF | 98.36% | 98.36% |