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 | 0.85% | 1.16 CHF | 1.17 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 586'040 CHF | 177'312 CHF | 99.38% | 99.38% |
19.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 574'451 CHF | 173'835 CHF | 99.37% | 99.37% |
18.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 582'939 CHF | 176'382 CHF | 99.37% | 99.37% |
15.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 620'273 CHF | 187'582 CHF | 99.34% | 99.34% |
14.11.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 649'883 CHF | 196'465 CHF | 99.37% | 99.37% |
13.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 627'965 CHF | 189'890 CHF | 99.38% | 99.38% |
12.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 667'423 CHF | 201'727 CHF | 99.14% | 99.14% |
11.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 698'067 CHF | 210'920 CHF | 99.13% | 99.13% |
08.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 692'120 CHF | 209'136 CHF | 99.38% | 99.38% |
07.11.2024 | 0.70% | 1.37 CHF | 1.38 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 711'486 CHF | 214'946 CHF | 98.56% | 98.56% |