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 | 1.11% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 537'568 CHF | 181'189 CHF | 98.92% | 98.92% |
19.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 556'213 CHF | 187'404 CHF | 90.32% | 90.32% |
18.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 594'978 CHF | 200'326 CHF | 97.01% | 97.01% |
15.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 602'075 CHF | 202'692 CHF | 98.92% | 98.92% |
14.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 608'412 CHF | 204'804 CHF | 98.93% | 98.93% |
13.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 605'303 CHF | 203'768 CHF | 96.42% | 96.42% |
12.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 601'464 CHF | 202'488 CHF | 96.35% | 96.35% |
11.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 597'302 CHF | 201'101 CHF | 98.86% | 98.86% |
08.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 592'190 CHF | 199'397 CHF | 98.89% | 98.89% |
07.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 583'298 CHF | 196'433 CHF | 98.24% | 98.24% |