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 | 0.79% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 377'737 CHF | 126'912 CHF | 88.93% | 88.93% |
19.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'652 CHF | 123'884 CHF | 95.03% | 95.03% |
18.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'247 CHF | 128'416 CHF | 94.16% | 94.16% |
15.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 381'513 CHF | 128'171 CHF | 93.27% | 93.27% |
14.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 371'830 CHF | 124'943 CHF | 97.45% | 97.45% |
13.11.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 377'668 CHF | 126'889 CHF | 98.69% | 98.69% |
12.11.2024 | 0.79% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 376'628 CHF | 126'543 CHF | 95.22% | 95.22% |
11.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'553 CHF | 134'518 CHF | 95.49% | 95.49% |
08.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'686 CHF | 130'895 CHF | 96.58% | 96.58% |
07.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 402'909 CHF | 135'303 CHF | 97.44% | 97.44% |