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 | 0.66% | 1.54 CHF | 1.55 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 1'059'250 CHF | 1'066'250 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 1'073'410 CHF | 1'080'410 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 1'211'150 CHF | 1'219'150 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 800'000 | 800'000 | 799'561 | 799'561 | 1'188'560 CHF | 1'196'560 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 800'000 | 800'000 | 798'098 | 798'098 | 1'141'480 CHF | 1'149'460 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 800'000 | 800'000 | 797'501 | 797'501 | 1'146'470 CHF | 1'154'450 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 1'111'270 CHF | 1'119'270 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 1'112'870 CHF | 1'120'870 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 800'000 | 800'000 | 797'679 | 797'679 | 1'140'320 CHF | 1'148'300 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 800'000 | 800'000 | 798'226 | 798'226 | 1'145'670 CHF | 1'153'650 CHF | 100.00% | 100.00% |