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 | 1.10% | 0.86 CHF | 0.87 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 679'127 CHF | 45'775 CHF | 99.17% | 99.17% |
19.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 641'784 CHF | 43'286 CHF | 99.16% | 99.16% |
18.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 640'692 CHF | 43'213 CHF | 99.23% | 99.23% |
15.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 683'643 CHF | 46'076 CHF | 99.16% | 99.16% |
14.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 706'184 CHF | 47'579 CHF | 99.16% | 99.16% |
13.11.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 648'578 CHF | 43'739 CHF | 99.16% | 99.16% |
12.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 692'081 CHF | 46'639 CHF | 99.16% | 99.16% |
11.11.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 762'171 CHF | 51'311 CHF | 99.16% | 99.16% |
08.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 714'438 CHF | 48'129 CHF | 99.16% | 99.16% |
07.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 700'555 CHF | 47'204 CHF | 98.26% | 98.26% |