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 | 0.96% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 624'517 CHF | 210'172 CHF | 99.37% | 99.37% |
19.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 578'364 CHF | 194'788 CHF | 99.38% | 99.38% |
18.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 589'656 CHF | 198'552 CHF | 99.25% | 99.25% |
15.11.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 535'086 CHF | 180'362 CHF | 99.38% | 99.38% |
14.11.2024 | 1.10% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 542'115 CHF | 182'705 CHF | 99.37% | 99.37% |
13.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 600'963 CHF | 202'321 CHF | 99.37% | 99.37% |
12.11.2024 | 1.04% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 575'966 CHF | 193'988 CHF | 99.37% | 99.37% |
11.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 638'451 CHF | 214'817 CHF | 99.38% | 99.38% |
08.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 625'682 CHF | 210'561 CHF | 99.38% | 99.38% |
07.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 665'734 CHF | 223'911 CHF | 98.38% | 98.38% |