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 | 1.25% | 0.80 CHF | 0.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 397'131 CHF | 80'426 CHF | 99.27% | 99.27% |
19.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 389'622 CHF | 78'924 CHF | 99.27% | 99.27% |
18.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 364'739 CHF | 73'948 CHF | 99.27% | 99.27% |
15.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 372'298 CHF | 75'460 CHF | 99.27% | 99.27% |
14.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 391'916 CHF | 79'383 CHF | 99.27% | 99.27% |
13.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 409'330 CHF | 82'866 CHF | 99.27% | 99.27% |
12.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 410'329 CHF | 83'066 CHF | 99.25% | 99.25% |
11.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 386'100 CHF | 78'220 CHF | 99.27% | 99.27% |
08.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 380'454 CHF | 77'091 CHF | 99.25% | 99.25% |
07.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 335'000 CHF | 68'000 CHF | 1.12% | 1.12% |