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 | 1.67% | 0.55 CHF | 0.56 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 446'934 CHF | 45'443 CHF | 99.17% | 99.17% |
19.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 412'164 CHF | 41'966 CHF | 99.16% | 99.16% |
18.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 411'243 CHF | 41'874 CHF | 99.23% | 99.23% |
15.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 452'751 CHF | 46'025 CHF | 99.16% | 99.16% |
14.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 474'522 CHF | 48'202 CHF | 99.16% | 99.16% |
13.11.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 420'759 CHF | 42'826 CHF | 99.16% | 99.16% |
12.11.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 461'790 CHF | 46'929 CHF | 99.16% | 99.16% |
11.11.2024 | 1.41% | 0.66 CHF | 0.67 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 530'380 CHF | 53'788 CHF | 99.16% | 99.16% |
08.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 484'400 CHF | 49'190 CHF | 99.17% | 99.17% |
07.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 472'843 CHF | 48'034 CHF | 98.24% | 98.24% |