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 | 1.05% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 475'894 CHF | 480'894 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 498'706 | 498'706 | 486'816 CHF | 491'803 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 472'501 CHF | 477'501 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 464'252 CHF | 469'252 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 500'000 | 500'000 | 497'696 | 497'696 | 464'042 CHF | 469'019 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 498'844 | 498'844 | 484'176 CHF | 489'164 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 500'000 | 500'000 | 498'594 | 498'594 | 457'631 CHF | 462'617 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 435'436 CHF | 440'436 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 498'881 | 498'881 | 450'322 CHF | 455'310 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 497'739 | 497'739 | 440'958 CHF | 445'936 CHF | 100.00% | 100.00% |