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 | 0.79% | 1.23 CHF | 1.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 941'169 CHF | 126'489 CHF | 99.38% | 99.38% |
19.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 919'343 CHF | 123'579 CHF | 99.38% | 99.38% |
18.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 913'488 CHF | 122'798 CHF | 99.25% | 99.25% |
15.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 880'292 CHF | 118'372 CHF | 99.38% | 99.38% |
14.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 847'689 CHF | 114'025 CHF | 99.37% | 99.37% |
13.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 845'010 CHF | 113'668 CHF | 99.37% | 99.37% |
12.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 868'686 CHF | 116'825 CHF | 99.37% | 99.37% |
11.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 899'787 CHF | 120'972 CHF | 99.37% | 99.37% |
08.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 867'343 CHF | 116'646 CHF | 99.37% | 99.37% |
07.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 888'722 CHF | 119'496 CHF | 98.37% | 98.37% |