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 | 1.11% | 0.91 CHF | 0.92 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 670'448 CHF | 90'393 CHF | 96.58% | 96.58% |
19.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 659'388 CHF | 88'918 CHF | 97.44% | 97.44% |
18.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 648'984 CHF | 87'531 CHF | 92.51% | 92.51% |
15.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 638'495 CHF | 86'133 CHF | 97.24% | 97.24% |
14.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 645'514 CHF | 87'069 CHF | 98.36% | 98.36% |
13.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 675'148 CHF | 91'020 CHF | 93.06% | 93.06% |
12.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 655'641 CHF | 88'419 CHF | 96.28% | 96.28% |
11.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 638'141 CHF | 86'086 CHF | 91.02% | 91.02% |
08.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 646'120 CHF | 87'149 CHF | 92.19% | 92.19% |
07.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 644'576 CHF | 86'944 CHF | 98.68% | 98.68% |