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 | 1.40% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'237 CHF | 72'079 CHF | 99.44% | 99.44% |
19.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'538 CHF | 72'513 CHF | 98.95% | 98.95% |
18.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'415 CHF | 71'805 CHF | 97.50% | 97.50% |
15.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'642 CHF | 72'881 CHF | 99.44% | 99.44% |
14.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'725 CHF | 84'575 CHF | 99.44% | 99.44% |
13.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'166 CHF | 86'389 CHF | 96.99% | 96.99% |
12.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'155 CHF | 90'052 CHF | 96.84% | 96.84% |
11.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'231 CHF | 94'410 CHF | 98.87% | 98.87% |
08.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'915 CHF | 94'972 CHF | 93.36% | 93.36% |
07.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'831 CHF | 93'277 CHF | 98.71% | 98.71% |