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 | 0.83% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 358'920 CHF | 120'640 CHF | 99.44% | 99.44% |
19.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'141 CHF | 121'047 CHF | 98.95% | 98.95% |
18.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 358'500 CHF | 120'500 CHF | 97.61% | 97.61% |
15.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'144 CHF | 121'715 CHF | 99.44% | 99.44% |
14.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'033 CHF | 133'344 CHF | 99.44% | 99.44% |
13.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 402'247 CHF | 135'082 CHF | 96.92% | 96.92% |
12.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'974 CHF | 138'658 CHF | 96.92% | 96.92% |
11.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'591 CHF | 143'197 CHF | 98.87% | 98.87% |
08.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 428'304 CHF | 143'768 CHF | 93.36% | 93.36% |
07.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 423'778 CHF | 142'259 CHF | 98.69% | 98.69% |