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 | 1.20% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 299'996 | 300'000 | 248'798 CHF | 251'801 CHF | 99.81% | 99.81% |
19.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 241'699 CHF | 244'699 CHF | 99.72% | 99.72% |
18.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 254'039 CHF | 257'039 CHF | 99.71% | 99.71% |
15.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 257'626 CHF | 260'626 CHF | 99.80% | 99.80% |
14.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 260'014 CHF | 263'014 CHF | 99.81% | 99.81% |
13.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 241'610 CHF | 244'610 CHF | 99.81% | 99.81% |
12.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 238'144 CHF | 241'144 CHF | 99.51% | 99.51% |
11.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 231'181 CHF | 234'181 CHF | 99.71% | 99.71% |
08.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 209'456 CHF | 212'456 CHF | 99.81% | 99.81% |
07.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 217'381 CHF | 220'381 CHF | 95.70% | 95.70% |