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 | 1.34% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 99'058 | 97'958 | 74'088 CHF | 74'238 CHF | 99.77% | 99.98% |
19.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 99'478 | 99'460 | 72'654 CHF | 73'636 CHF | 96.84% | 98.68% |
18.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'487 | 99'462 | 74'341 CHF | 75'318 CHF | 98.14% | 99.97% |
15.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'278 CHF | 75'278 CHF | 70.86% | 70.86% |
14.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 99'488 | 99'460 | 76'604 CHF | 77'578 CHF | 98.13% | 99.97% |
13.11.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 99'285 | 98'379 | 69'118 CHF | 69'465 CHF | 90.90% | 91.72% |
12.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'072 | 97'935 | 68'555 CHF | 68'750 CHF | 99.80% | 99.95% |
11.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'073 | 97'953 | 64'637 CHF | 64'875 CHF | 99.77% | 99.95% |
08.11.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 99'062 | 98'218 | 55'140 CHF | 55'651 CHF | 99.47% | 99.96% |
07.11.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'493 | 98'697 | 55'017 CHF | 55'580 CHF | 98.98% | 99.96% |