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 | 0.87% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'592 CHF | 115'864 CHF | 99.37% | 99.37% |
19.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 351'646 CHF | 118'215 CHF | 99.38% | 99.38% |
18.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'360 CHF | 127'120 CHF | 97.53% | 97.53% |
15.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 386'140 CHF | 129'713 CHF | 99.38% | 99.38% |
14.11.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'969 CHF | 134'656 CHF | 99.37% | 99.37% |
13.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'491 CHF | 125'164 CHF | 96.86% | 96.86% |
12.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 373'079 CHF | 125'360 CHF | 96.84% | 96.84% |
11.11.2024 | 0.91% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 327'880 CHF | 110'293 CHF | 99.34% | 99.34% |
08.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'659 CHF | 104'220 CHF | 99.27% | 99.27% |
07.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'127 CHF | 103'042 CHF | 98.70% | 98.70% |