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 | 1.07% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'350 CHF | 94'117 CHF | 99.37% | 99.37% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'757 CHF | 91'252 CHF | 99.37% | 99.37% |
18.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'006 CHF | 83'336 CHF | 97.42% | 97.42% |
15.11.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'713 CHF | 81'238 CHF | 99.38% | 99.38% |
14.11.2024 | 1.32% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'547 CHF | 76'516 CHF | 99.37% | 99.37% |
13.11.2024 | 1.19% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'847 CHF | 84'616 CHF | 96.85% | 96.85% |
12.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'358 CHF | 84'119 CHF | 96.88% | 96.88% |
11.11.2024 | 1.02% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'302 CHF | 98'768 CHF | 99.34% | 99.34% |
08.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'952 CHF | 103'317 CHF | 99.27% | 99.27% |
07.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'671 CHF | 105'224 CHF | 98.70% | 98.70% |