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 | 1.14% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 262'446 CHF | 265'446 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 264'145 CHF | 267'145 CHF | 99.83% | 99.83% |
18.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 297'071 | 297'071 | 252'415 CHF | 255'386 CHF | 100.00% | 100.00% |
15.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 290'584 | 290'584 | 239'685 CHF | 242'591 CHF | 100.00% | 100.00% |
14.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 225'554 CHF | 228'454 CHF | 100.00% | 100.00% |
13.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 290'000 | 290'000 | 284'459 | 284'459 | 214'008 CHF | 216'853 CHF | 100.00% | 100.00% |
12.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 285'345 | 285'345 | 216'008 CHF | 218'861 CHF | 99.86% | 99.86% |
11.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 204'464 CHF | 207'264 CHF | 100.00% | 100.00% |
08.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 290'000 | 290'000 | 283'997 | 283'997 | 213'544 CHF | 216'384 CHF | 98.88% | 98.88% |
07.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 204'513 CHF | 207'313 CHF | 100.00% | 100.00% |