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 | 1.15% | 0.86 CHF | 0.87 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 432'630 CHF | 131'289 CHF | 99.37% | 99.37% |
19.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 425'043 CHF | 129'013 CHF | 99.37% | 99.37% |
18.11.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 402'224 CHF | 122'167 CHF | 99.26% | 99.26% |
15.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 374'899 CHF | 113'970 CHF | 99.38% | 99.38% |
14.11.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 354'643 CHF | 107'893 CHF | 99.36% | 99.36% |
13.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 365'540 CHF | 111'162 CHF | 99.37% | 99.37% |
12.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 372'361 CHF | 113'208 CHF | 99.38% | 99.38% |
11.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 395'839 CHF | 120'252 CHF | 99.37% | 99.37% |
08.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 333'765 CHF | 101'630 CHF | 99.37% | 99.37% |
07.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 500'000 | 150'000 | 499'828 | 150'000 | 337'690 CHF | 102'841 CHF | 98.38% | 98.38% |