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% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 690'592 CHF | 232'197 CHF | 99.38% | 99.38% |
19.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 642'850 CHF | 216'283 CHF | 99.37% | 99.37% |
18.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 698'357 CHF | 234'786 CHF | 99.26% | 99.26% |
15.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 729'429 CHF | 245'143 CHF | 99.38% | 99.38% |
14.11.2024 | 0.84% | 1.26 CHF | 1.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 714'581 CHF | 240'194 CHF | 99.37% | 99.37% |
13.11.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 651'873 CHF | 219'291 CHF | 99.38% | 99.38% |
12.11.2024 | 0.78% | 1.21 CHF | 1.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 762'833 CHF | 256'278 CHF | 99.37% | 99.37% |
11.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 786'249 CHF | 264'083 CHF | 99.37% | 99.37% |
08.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 737'207 CHF | 247'736 CHF | 99.37% | 99.37% |
07.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 760'748 CHF | 255'583 CHF | 98.36% | 98.36% |