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 | 0.77% | 1.26 CHF | 1.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 644'884 CHF | 129'977 CHF | 99.27% | 99.27% |
19.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 646'114 CHF | 130'223 CHF | 99.27% | 99.27% |
18.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 634'827 CHF | 127'965 CHF | 99.27% | 99.27% |
15.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 619'162 CHF | 124'832 CHF | 99.27% | 99.27% |
14.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 624'730 CHF | 125'946 CHF | 99.27% | 99.27% |
13.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 619'659 CHF | 124'932 CHF | 99.27% | 99.27% |
12.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 652'416 CHF | 131'483 CHF | 99.25% | 99.25% |
11.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 684'613 CHF | 137'923 CHF | 99.27% | 99.27% |
08.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 686'581 CHF | 138'316 CHF | 99.25% | 99.25% |
07.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 701'466 CHF | 141'293 CHF | 1.12% | 1.12% |