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 | 0.75% | 1.31 CHF | 1.32 CHF | 750'000 | 100'000 | 737'017 | 100'000 | 980'492 CHF | 134'037 CHF | 99.38% | 99.38% |
19.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 966'389 CHF | 129'852 CHF | 99.37% | 99.37% |
18.11.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 963'592 CHF | 129'479 CHF | 99.26% | 99.26% |
15.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 924'770 CHF | 124'303 CHF | 99.38% | 99.38% |
14.11.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 888'817 CHF | 119'509 CHF | 99.36% | 99.36% |
13.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 887'671 CHF | 119'356 CHF | 99.37% | 99.37% |
12.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 915'070 CHF | 123'009 CHF | 99.38% | 99.38% |
11.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 950'378 CHF | 127'717 CHF | 99.37% | 99.37% |
08.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 912'303 CHF | 122'640 CHF | 99.37% | 99.37% |
07.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 932'952 CHF | 125'394 CHF | 98.37% | 98.37% |