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 | 0.96% | 1.02 CHF | 1.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 779'526 CHF | 262'342 CHF | 99.37% | 99.37% |
19.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 748'487 CHF | 251'996 CHF | 99.37% | 99.37% |
18.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 747'007 CHF | 251'502 CHF | 99.25% | 99.25% |
15.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 711'520 CHF | 239'673 CHF | 99.38% | 99.38% |
14.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 676'881 CHF | 228'127 CHF | 99.36% | 99.36% |
13.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 675'896 CHF | 227'799 CHF | 99.37% | 99.37% |
12.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 701'678 CHF | 236'393 CHF | 99.37% | 99.37% |
11.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 735'883 CHF | 247'794 CHF | 99.37% | 99.37% |
08.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 699'446 CHF | 235'649 CHF | 99.37% | 99.37% |
07.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 719'522 CHF | 242'341 CHF | 98.36% | 98.36% |