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 | 1.10% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 544'307 CHF | 183'436 CHF | 89.44% | 89.44% |
19.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 558'277 CHF | 188'092 CHF | 90.48% | 90.48% |
18.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 553'206 CHF | 186'402 CHF | 88.91% | 88.91% |
15.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 533'847 CHF | 179'949 CHF | 86.17% | 86.17% |
14.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 530'613 CHF | 178'871 CHF | 89.16% | 89.16% |
13.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 533'030 CHF | 179'677 CHF | 83.41% | 83.41% |
12.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 522'283 CHF | 176'094 CHF | 91.70% | 91.70% |
11.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 494'546 CHF | 166'849 CHF | 92.97% | 92.97% |
08.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 521'781 CHF | 175'927 CHF | 88.00% | 88.00% |
07.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 515'909 CHF | 173'970 CHF | 95.28% | 95.28% |