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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 299'998 | 300'000 | 270'553 CHF | 273'555 CHF | 99.81% | 99.81% |
20.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 255'647 CHF | 258'647 CHF | 99.81% | 99.81% |
19.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 258'605 CHF | 261'605 CHF | 99.72% | 99.72% |
18.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 249'808 CHF | 252'808 CHF | 99.71% | 99.71% |
15.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 245'092 CHF | 248'092 CHF | 99.81% | 99.81% |
14.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 249'665 CHF | 252'665 CHF | 99.81% | 99.81% |
13.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 248'603 CHF | 251'603 CHF | 99.81% | 99.81% |
12.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 251'484 CHF | 254'484 CHF | 99.51% | 99.51% |
11.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 247'819 CHF | 250'819 CHF | 99.72% | 99.72% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 243'617 CHF | 246'617 CHF | 99.81% | 99.81% |