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 | 1.10% | 0.88 CHF | 0.89 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 675'500 CHF | 227'667 CHF | 99.38% | 99.38% |
19.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 640'496 CHF | 215'999 CHF | 99.37% | 99.37% |
18.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 641'673 CHF | 216'391 CHF | 99.26% | 99.26% |
15.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 608'794 CHF | 205'431 CHF | 99.38% | 99.38% |
14.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 578'797 CHF | 195'432 CHF | 99.37% | 99.37% |
13.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 578'113 CHF | 195'204 CHF | 99.37% | 99.37% |
12.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 601'918 CHF | 203'139 CHF | 99.38% | 99.38% |
11.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 634'266 CHF | 213'922 CHF | 99.37% | 99.37% |
08.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 599'629 CHF | 202'376 CHF | 99.37% | 99.37% |
07.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 618'317 CHF | 208'606 CHF | 98.37% | 98.37% |