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 | 1.05% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 569'862 CHF | 191'954 CHF | 98.88% | 98.88% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 544'932 CHF | 183'644 CHF | 95.76% | 95.76% |
18.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 580'541 CHF | 195'514 CHF | 96.99% | 96.99% |
15.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 570'787 CHF | 192'262 CHF | 94.94% | 94.94% |
14.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 549'640 CHF | 185'213 CHF | 98.61% | 98.61% |
13.11.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 537'641 CHF | 181'214 CHF | 98.27% | 98.27% |
12.11.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 565'395 CHF | 190'465 CHF | 98.95% | 98.95% |
11.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 561'048 CHF | 189'016 CHF | 98.93% | 98.93% |
08.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 527'424 CHF | 177'808 CHF | 97.32% | 97.32% |
07.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 593'664 CHF | 199'888 CHF | 98.18% | 98.18% |