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 | 0.92% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'507 CHF | 109'502 CHF | 99.38% | 99.38% |
19.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'916 CHF | 107'305 CHF | 99.38% | 99.38% |
18.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'540 CHF | 108'180 CHF | 97.51% | 97.51% |
15.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 331'029 CHF | 111'343 CHF | 99.38% | 99.38% |
14.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'894 CHF | 109'631 CHF | 99.37% | 99.37% |
13.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'340 CHF | 109'447 CHF | 96.97% | 96.97% |
12.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'617 CHF | 105'539 CHF | 96.91% | 96.91% |
11.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'509 CHF | 103'836 CHF | 98.25% | 98.25% |
08.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'610 CHF | 101'203 CHF | 99.27% | 99.27% |
07.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'156 CHF | 99'386 CHF | 98.70% | 98.70% |