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 | 1.02% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'642 CHF | 98'547 CHF | 99.38% | 99.38% |
19.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'090 CHF | 96'363 CHF | 99.37% | 99.37% |
18.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'694 CHF | 97'232 CHF | 97.58% | 97.58% |
15.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'084 CHF | 100'362 CHF | 99.38% | 99.38% |
14.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'969 CHF | 98'656 CHF | 99.37% | 99.37% |
13.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'631 CHF | 98'544 CHF | 96.96% | 96.96% |
12.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'848 CHF | 94'616 CHF | 96.92% | 96.92% |
11.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'958 CHF | 92'986 CHF | 98.25% | 98.25% |
08.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'940 CHF | 90'313 CHF | 99.27% | 99.27% |
07.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'560 CHF | 88'520 CHF | 98.69% | 98.69% |