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 | 1.23% | 0.79 CHF | 0.80 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 405'707 CHF | 123'212 CHF | 99.38% | 99.38% |
19.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 398'460 CHF | 121'038 CHF | 99.37% | 99.37% |
18.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 396'056 CHF | 120'317 CHF | 99.25% | 99.25% |
15.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 388'377 CHF | 118'013 CHF | 99.38% | 99.38% |
14.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 372'606 CHF | 113'282 CHF | 99.38% | 99.38% |
13.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 358'076 CHF | 108'923 CHF | 99.36% | 99.36% |
12.11.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 356'724 CHF | 108'517 CHF | 99.37% | 99.37% |
11.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 373'417 CHF | 113'525 CHF | 99.38% | 99.38% |
08.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 353'565 CHF | 107'570 CHF | 99.37% | 99.37% |
07.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 373'667 CHF | 113'600 CHF | 98.38% | 98.38% |