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 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 534'090 CHF | 180'030 CHF | 99.37% | 99.37% |
19.11.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 543'428 CHF | 183'143 CHF | 99.07% | 99.07% |
18.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 544'509 CHF | 183'503 CHF | 97.24% | 97.24% |
15.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 555'292 CHF | 187'097 CHF | 99.37% | 99.37% |
14.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 565'389 CHF | 190'463 CHF | 99.37% | 99.37% |
13.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 542'472 CHF | 182'824 CHF | 96.96% | 96.96% |
12.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 541'722 CHF | 182'574 CHF | 96.87% | 96.87% |
11.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'627 CHF | 185'542 CHF | 98.73% | 98.73% |
08.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 545'159 CHF | 183'720 CHF | 93.15% | 93.15% |
07.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'979 CHF | 185'660 CHF | 98.69% | 98.69% |