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 | 1.16% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'060 CHF | 86'687 CHF | 99.07% | 99.07% |
19.11.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'787 CHF | 90'596 CHF | 98.92% | 98.92% |
18.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 251'179 CHF | 84'726 CHF | 97.42% | 97.42% |
15.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'099 CHF | 86'033 CHF | 99.44% | 99.44% |
14.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'793 CHF | 97'264 CHF | 99.44% | 99.44% |
13.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'570 CHF | 108'857 CHF | 96.99% | 96.99% |
12.11.2024 | 1.01% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'873 CHF | 99'624 CHF | 96.95% | 96.95% |
11.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'841 CHF | 88'614 CHF | 98.58% | 98.58% |
08.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'693 CHF | 89'231 CHF | 93.39% | 93.39% |
07.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'373 CHF | 80'124 CHF | 98.69% | 98.69% |