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% | 0.74 CHF | 0.75 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 559'133 CHF | 188'878 CHF | 99.36% | 99.36% |
19.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 577'656 CHF | 195'052 CHF | 96.58% | 96.58% |
18.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 591'236 CHF | 199'579 CHF | 97.58% | 97.58% |
15.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 584'384 CHF | 197'295 CHF | 91.83% | 91.83% |
14.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 606'392 CHF | 204'631 CHF | 99.24% | 99.24% |
13.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 576'440 CHF | 194'647 CHF | 99.08% | 99.08% |
12.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 566'691 CHF | 191'397 CHF | 99.34% | 99.34% |
11.11.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 513'941 CHF | 173'814 CHF | 99.32% | 99.32% |
08.11.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 487'901 CHF | 165'134 CHF | 99.32% | 99.32% |
07.11.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 900'000 | 300'000 | 895'857 | 298'619 | 546'273 CHF | 185'077 CHF | 98.53% | 98.53% |