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 | 1.85% | 0.55 CHF | 0.56 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 403'028 CHF | 54'737 CHF | 99.38% | 99.38% |
19.11.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 314'744 CHF | 42'966 CHF | 99.38% | 99.38% |
18.11.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 332'130 CHF | 45'284 CHF | 99.38% | 99.38% |
15.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 346'916 CHF | 47'255 CHF | 98.91% | 98.91% |
14.11.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 362'551 CHF | 49'340 CHF | 99.38% | 99.38% |
13.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 322'945 CHF | 44'059 CHF | 99.38% | 99.38% |
12.11.2024 | 2.13% | 0.42 CHF | 0.43 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 348'836 CHF | 47'512 CHF | 99.13% | 99.13% |
11.11.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 370'467 CHF | 50'396 CHF | 99.38% | 99.38% |
08.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 375'172 CHF | 51'023 CHF | 99.37% | 99.37% |
07.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 386'492 CHF | 52'532 CHF | 98.58% | 98.58% |