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 | 0.89% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 672'745 CHF | 226'248 CHF | 89.44% | 89.44% |
19.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 642'942 CHF | 216'314 CHF | 90.49% | 90.49% |
18.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 659'800 CHF | 221'933 CHF | 88.90% | 88.90% |
15.11.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 703'996 CHF | 236'666 CHF | 86.18% | 86.18% |
14.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 707'825 CHF | 237'942 CHF | 89.16% | 89.16% |
13.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 703'843 CHF | 236'614 CHF | 83.48% | 83.48% |
12.11.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 723'644 CHF | 243'215 CHF | 91.62% | 91.62% |
11.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 782'177 CHF | 262'726 CHF | 92.97% | 92.97% |
08.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 732'593 CHF | 246'198 CHF | 88.02% | 88.02% |
07.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 751'456 CHF | 252'485 CHF | 95.27% | 95.27% |