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 | 1.61% | 0.63 CHF | 0.64 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 461'676 CHF | 62'557 CHF | 96.57% | 96.57% |
19.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 451'130 CHF | 61'151 CHF | 97.43% | 97.43% |
18.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 440'002 CHF | 59'667 CHF | 92.52% | 92.52% |
15.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 428'852 CHF | 58'180 CHF | 97.24% | 97.24% |
14.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 436'224 CHF | 59'163 CHF | 98.36% | 98.36% |
13.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 465'689 CHF | 63'092 CHF | 92.91% | 92.91% |
12.11.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 446'218 CHF | 60'496 CHF | 96.43% | 96.43% |
11.11.2024 | 1.73% | 0.57 CHF | 0.59 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 428'705 CHF | 58'161 CHF | 91.03% | 91.03% |
08.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 436'058 CHF | 59'141 CHF | 92.20% | 92.20% |
07.11.2024 | 1.71% | 0.57 CHF | 0.59 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 433'801 CHF | 58'840 CHF | 98.70% | 98.70% |