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 | 0.74% | 1.32 CHF | 1.33 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'007'990 CHF | 135'399 CHF | 99.37% | 99.37% |
19.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 982'369 CHF | 131'982 CHF | 99.37% | 99.37% |
18.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 969'896 CHF | 130'319 CHF | 99.26% | 99.26% |
15.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 934'304 CHF | 125'574 CHF | 99.38% | 99.38% |
14.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 896'802 CHF | 120'574 CHF | 99.37% | 99.37% |
13.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 897'254 CHF | 120'634 CHF | 99.37% | 99.37% |
12.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 923'067 CHF | 124'076 CHF | 99.37% | 99.37% |
11.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 956'948 CHF | 128'593 CHF | 99.37% | 99.37% |
08.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 919'953 CHF | 123'660 CHF | 99.37% | 99.37% |
07.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 943'299 CHF | 126'773 CHF | 98.38% | 98.38% |