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 | 1.33% | 0.70 CHF | 0.71 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 562'052 CHF | 37'970 CHF | 99.17% | 99.17% |
19.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 525'252 CHF | 35'517 CHF | 99.16% | 99.16% |
18.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 523'745 CHF | 35'416 CHF | 99.23% | 99.23% |
15.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 567'310 CHF | 38'321 CHF | 99.17% | 99.17% |
14.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 589'476 CHF | 39'798 CHF | 99.16% | 99.16% |
13.11.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 532'800 CHF | 36'020 CHF | 99.16% | 99.16% |
12.11.2024 | 1.29% | 0.73 CHF | 0.74 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 575'960 CHF | 38'897 CHF | 99.16% | 99.16% |
11.11.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 646'508 CHF | 43'601 CHF | 99.16% | 99.16% |
08.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 597'438 CHF | 40'329 CHF | 99.16% | 99.16% |
07.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 584'674 CHF | 39'478 CHF | 98.27% | 98.27% |