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 | 0.76% | 1.29 CHF | 1.30 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 985'263 CHF | 132'368 CHF | 99.38% | 99.38% |
19.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 962'934 CHF | 129'391 CHF | 99.37% | 99.37% |
18.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 956'887 CHF | 128'585 CHF | 99.26% | 99.26% |
15.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 924'892 CHF | 124'319 CHF | 99.38% | 99.38% |
14.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 890'467 CHF | 119'729 CHF | 99.37% | 99.37% |
13.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 888'885 CHF | 119'518 CHF | 99.37% | 99.37% |
12.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 913'341 CHF | 122'779 CHF | 99.38% | 99.38% |
11.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 944'397 CHF | 126'920 CHF | 99.37% | 99.37% |
08.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 909'328 CHF | 122'244 CHF | 99.37% | 99.37% |
07.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 931'143 CHF | 125'152 CHF | 98.36% | 98.36% |