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 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'785 CHF | 80'262 CHF | 99.37% | 99.37% |
19.11.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'566 CHF | 78'189 CHF | 99.38% | 99.38% |
18.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'432 CHF | 78'811 CHF | 96.91% | 96.91% |
15.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'689 CHF | 81'896 CHF | 99.38% | 99.38% |
14.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'077 CHF | 80'026 CHF | 99.37% | 99.37% |
13.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'976 CHF | 80'325 CHF | 97.00% | 97.00% |
12.11.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'394 CHF | 76'465 CHF | 96.86% | 96.86% |
11.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'205 CHF | 74'735 CHF | 98.26% | 98.26% |
08.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'595 CHF | 72'198 CHF | 99.27% | 99.27% |
07.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'064 CHF | 70'355 CHF | 98.68% | 98.68% |