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 | 0.78% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'070 CHF | 128'357 CHF | 99.07% | 99.07% |
19.11.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'804 CHF | 124'268 CHF | 98.92% | 98.92% |
18.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'751 CHF | 130'917 CHF | 97.01% | 97.01% |
15.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'779 CHF | 130'260 CHF | 99.45% | 99.45% |
14.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'517 CHF | 118'839 CHF | 99.44% | 99.44% |
13.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'206 CHF | 107'402 CHF | 96.99% | 96.99% |
12.11.2024 | 0.86% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'352 CHF | 116'451 CHF | 96.98% | 96.98% |
11.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 380'625 CHF | 127'875 CHF | 98.58% | 98.58% |
08.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'725 CHF | 128'575 CHF | 93.40% | 93.40% |
07.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'748 CHF | 138'583 CHF | 98.68% | 98.68% |