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 | 0.92% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 646'647 CHF | 217'549 CHF | 89.43% | 89.43% |
19.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 660'617 CHF | 222'206 CHF | 90.48% | 90.48% |
18.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 655'884 CHF | 220'628 CHF | 88.91% | 88.91% |
15.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 636'592 CHF | 214'197 CHF | 86.20% | 86.20% |
14.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 633'597 CHF | 213'199 CHF | 89.16% | 89.16% |
13.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 635'801 CHF | 213'934 CHF | 83.39% | 83.39% |
12.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 624'839 CHF | 210'280 CHF | 91.64% | 91.64% |
11.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 597'342 CHF | 201'114 CHF | 92.96% | 92.96% |
08.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 624'946 CHF | 210'315 CHF | 88.04% | 88.04% |
07.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 619'185 CHF | 208'395 CHF | 95.27% | 95.27% |