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 | 0.99% | 0.99 CHF | 1.00 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 757'251 CHF | 254'917 CHF | 99.37% | 99.37% |
19.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 734'259 CHF | 247'253 CHF | 99.37% | 99.37% |
18.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 720'843 CHF | 242'781 CHF | 99.26% | 99.26% |
15.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 687'240 CHF | 231'580 CHF | 99.38% | 99.38% |
14.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 654'480 CHF | 220'660 CHF | 99.37% | 99.37% |
13.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 654'274 CHF | 220'591 CHF | 99.37% | 99.37% |
12.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 678'453 CHF | 228'651 CHF | 99.38% | 99.38% |
11.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 708'337 CHF | 238'612 CHF | 99.37% | 99.37% |
08.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 676'102 CHF | 227'868 CHF | 99.37% | 99.37% |
07.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 698'021 CHF | 235'174 CHF | 98.37% | 98.37% |