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 | 0.94% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'317 CHF | 107'439 CHF | 98.36% | 98.36% |
19.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'295 CHF | 109'765 CHF | 97.50% | 97.50% |
18.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'302 CHF | 105'767 CHF | 96.26% | 96.26% |
15.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'864 CHF | 104'955 CHF | 98.88% | 98.88% |
14.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'178 CHF | 109'393 CHF | 96.89% | 96.89% |
13.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'095 CHF | 108'698 CHF | 94.45% | 94.45% |
12.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'057 CHF | 106'352 CHF | 94.65% | 94.65% |
11.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'657 CHF | 106'219 CHF | 96.44% | 96.44% |
08.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'607 CHF | 106'536 CHF | 92.07% | 92.07% |
07.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'847 CHF | 108'282 CHF | 97.60% | 97.60% |