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 | 1.03% | 0.96 CHF | 0.97 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 723'566 CHF | 243'689 CHF | 99.31% | 99.31% |
19.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 741'260 CHF | 249'587 CHF | 96.58% | 96.58% |
18.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 755'988 CHF | 254'496 CHF | 97.65% | 97.65% |
15.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 748'927 CHF | 252'142 CHF | 91.70% | 91.70% |
14.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 771'481 CHF | 259'660 CHF | 99.27% | 99.27% |
13.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 739'194 CHF | 248'898 CHF | 98.91% | 98.91% |
12.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 729'460 CHF | 245'653 CHF | 99.35% | 99.35% |
11.11.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 674'283 CHF | 227'261 CHF | 99.32% | 99.32% |
08.11.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 645'701 CHF | 217'734 CHF | 99.33% | 99.33% |
07.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 614'141 CHF | 207'214 CHF | 98.57% | 98.57% |