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 | 1.11% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'694 CHF | 90'565 CHF | 97.80% | 97.80% |
19.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'982 CHF | 93'327 CHF | 94.33% | 94.33% |
18.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'336 CHF | 97'112 CHF | 94.61% | 94.61% |
15.11.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'905 CHF | 96'635 CHF | 96.44% | 96.44% |
14.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'512 CHF | 95'837 CHF | 97.73% | 97.73% |
13.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'473 CHF | 97'158 CHF | 95.00% | 95.00% |
12.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'249 CHF | 101'083 CHF | 96.40% | 96.40% |
11.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'968 CHF | 102'989 CHF | 97.80% | 97.80% |
08.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'522 CHF | 107'507 CHF | 92.39% | 92.39% |
07.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'747 CHF | 109'916 CHF | 98.18% | 98.18% |