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 | 1.07% | 0.92 CHF | 0.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 464'863 CHF | 93'973 CHF | 99.27% | 99.27% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 444'754 CHF | 89'951 CHF | 99.27% | 99.27% |
18.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 450'877 CHF | 91'175 CHF | 99.27% | 99.27% |
15.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 460'854 CHF | 93'171 CHF | 99.27% | 99.27% |
14.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 457'707 CHF | 92'541 CHF | 99.27% | 99.27% |
13.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 453'497 CHF | 91'699 CHF | 99.27% | 99.27% |
12.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 462'463 CHF | 93'493 CHF | 99.25% | 99.25% |
11.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 481'129 CHF | 97'226 CHF | 99.27% | 99.27% |
08.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 478'266 CHF | 96'653 CHF | 99.25% | 99.25% |
07.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 470'000 CHF | 95'000 CHF | 1.12% | 1.12% |