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 | 1.07% | 0.91 CHF | 0.92 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 696'029 CHF | 234'510 CHF | 99.37% | 99.37% |
19.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 676'382 CHF | 227'961 CHF | 99.37% | 99.37% |
18.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 671'948 CHF | 226'483 CHF | 99.25% | 99.25% |
15.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 638'657 CHF | 215'386 CHF | 99.38% | 99.38% |
14.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 608'364 CHF | 205'288 CHF | 99.37% | 99.37% |
13.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 606'044 CHF | 204'515 CHF | 99.37% | 99.37% |
12.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 628'682 CHF | 212'061 CHF | 99.37% | 99.37% |
11.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 658'285 CHF | 221'928 CHF | 99.37% | 99.37% |
08.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 626'497 CHF | 211'332 CHF | 99.37% | 99.37% |
07.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 647'581 CHF | 218'360 CHF | 98.37% | 98.37% |