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 | 1.82% | 0.54 CHF | 0.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 271'716 CHF | 55'343 CHF | 99.27% | 99.27% |
19.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 251'312 CHF | 51'262 CHF | 99.27% | 99.27% |
18.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 256'955 CHF | 52'391 CHF | 99.27% | 99.27% |
15.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 268'429 CHF | 54'686 CHF | 99.27% | 99.27% |
14.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 263'885 CHF | 53'777 CHF | 99.27% | 99.27% |
13.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 260'053 CHF | 53'011 CHF | 99.27% | 99.27% |
12.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 269'257 CHF | 54'851 CHF | 99.25% | 99.25% |
11.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 287'798 CHF | 58'560 CHF | 99.27% | 99.27% |
08.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 284'968 CHF | 57'994 CHF | 99.25% | 99.25% |
07.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 275'000 CHF | 56'000 CHF | 1.12% | 1.12% |