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 | 1.17% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 423'526 CHF | 85'705 CHF | 99.55% | 99.55% |
19.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 423'096 CHF | 85'619 CHF | 99.52% | 99.52% |
18.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 411'371 CHF | 83'274 CHF | 99.49% | 99.49% |
15.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 408'189 CHF | 82'638 CHF | 90.75% | 90.75% |
14.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 421'775 CHF | 85'355 CHF | 99.17% | 99.17% |
13.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 425'392 CHF | 86'078 CHF | 97.40% | 97.40% |
12.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 406'592 CHF | 82'318 CHF | 99.53% | 99.53% |
11.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 406'017 CHF | 82'203 CHF | 99.51% | 99.51% |
08.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 410'195 CHF | 83'039 CHF | 99.51% | 99.51% |
07.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 387'312 CHF | 78'463 CHF | 98.92% | 98.92% |