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 | 0.86% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 348'209 CHF | 117'070 CHF | 97.80% | 97.80% |
19.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'649 CHF | 119'883 CHF | 93.00% | 93.00% |
18.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'178 CHF | 123'726 CHF | 93.76% | 93.76% |
15.11.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 366'553 CHF | 123'184 CHF | 96.44% | 96.44% |
14.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'387 CHF | 122'462 CHF | 97.73% | 97.73% |
13.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'411 CHF | 123'804 CHF | 94.88% | 94.88% |
12.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 379'885 CHF | 127'628 CHF | 96.42% | 96.42% |
11.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 385'856 CHF | 129'619 CHF | 96.36% | 96.36% |
08.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 399'543 CHF | 134'181 CHF | 92.12% | 92.12% |
07.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 406'874 CHF | 136'625 CHF | 98.20% | 98.20% |