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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'825 CHF | 117'942 CHF | 99.43% | 99.43% |
20.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'916 CHF | 122'972 CHF | 99.44% | 99.44% |
19.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'192 CHF | 122'397 CHF | 98.95% | 98.95% |
18.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'419 CHF | 123'806 CHF | 97.49% | 97.49% |
15.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 367'207 CHF | 123'402 CHF | 99.44% | 99.44% |
14.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 331'365 CHF | 111'455 CHF | 99.44% | 99.44% |
13.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'339 CHF | 109'780 CHF | 96.97% | 96.97% |
12.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'105 CHF | 106'035 CHF | 96.84% | 96.84% |
11.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'079 CHF | 102'026 CHF | 98.87% | 98.87% |
08.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'197 CHF | 102'066 CHF | 93.36% | 93.36% |