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 | 0.70% | 1.41 CHF | 1.42 CHF | 750'000 | 100'000 | 740'841 | 100'000 | 1'060'040 CHF | 144'089 CHF | 99.38% | 99.38% |
19.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'039'960 CHF | 139'662 CHF | 99.37% | 99.37% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'037'410 CHF | 139'321 CHF | 99.26% | 99.26% |
15.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 999'382 CHF | 134'251 CHF | 99.38% | 99.38% |
14.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 962'373 CHF | 129'316 CHF | 99.37% | 99.37% |
13.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 962'468 CHF | 129'329 CHF | 99.37% | 99.37% |
12.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 989'255 CHF | 132'901 CHF | 99.37% | 99.37% |
11.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'024'800 CHF | 137'640 CHF | 99.37% | 99.37% |
08.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 985'992 CHF | 132'466 CHF | 99.37% | 99.37% |
07.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 1'006'190 CHF | 135'159 CHF | 98.37% | 98.37% |