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 | 0.86% | 1.13 CHF | 1.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 863'674 CHF | 290'391 CHF | 99.37% | 99.37% |
19.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 829'209 CHF | 278'903 CHF | 99.37% | 99.37% |
18.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 828'417 CHF | 278'639 CHF | 99.25% | 99.25% |
15.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 794'024 CHF | 267'175 CHF | 99.38% | 99.38% |
14.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 758'629 CHF | 255'376 CHF | 99.37% | 99.37% |
13.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 757'938 CHF | 255'146 CHF | 99.37% | 99.37% |
12.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 783'231 CHF | 263'577 CHF | 99.37% | 99.37% |
11.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 816'983 CHF | 274'828 CHF | 99.37% | 99.37% |
08.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 781'409 CHF | 262'970 CHF | 99.37% | 99.37% |
07.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 800'395 CHF | 269'298 CHF | 98.36% | 98.36% |