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 | 1.18% | 0.82 CHF | 0.83 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 630'559 CHF | 212'686 CHF | 99.37% | 99.37% |
19.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 608'088 CHF | 205'196 CHF | 99.37% | 99.37% |
18.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 603'155 CHF | 203'552 CHF | 99.25% | 99.25% |
15.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 566'304 CHF | 191'268 CHF | 99.38% | 99.38% |
14.11.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 532'071 CHF | 179'857 CHF | 99.36% | 99.36% |
13.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 529'367 CHF | 178'956 CHF | 99.37% | 99.37% |
12.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 554'814 CHF | 187'438 CHF | 99.37% | 99.37% |
11.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 587'216 CHF | 198'239 CHF | 99.37% | 99.37% |
08.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 551'033 CHF | 186'178 CHF | 99.37% | 99.37% |
07.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 575'411 CHF | 194'304 CHF | 98.36% | 98.36% |