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 | 1.11% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 274'942 | 91'647 | 245'328 CHF | 82'693 CHF | 98.92% | 98.92% |
19.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'627 CHF | 85'542 CHF | 96.67% | 96.67% |
18.11.2024 | 0.97% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 240'803 | 80'268 | 247'952 CHF | 83'453 CHF | 85.05% | 97.57% |
15.11.2024 | 0.91% | 1.18 CHF | 1.19 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 247'844 CHF | 83'365 CHF | 92.90% | 96.67% |
14.11.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 240'892 CHF | 81'048 CHF | 99.35% | 99.35% |
13.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 239'217 CHF | 80'489 CHF | 99.35% | 99.35% |
12.11.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 242'050 CHF | 81'433 CHF | 99.35% | 99.35% |
11.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 225'000 | 75'000 | 224'933 | 74'898 | 254'996 CHF | 85'659 CHF | 99.33% | 99.33% |
08.11.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 225'000 | 75'000 | 224'934 | 74'915 | 270'101 CHF | 90'706 CHF | 99.33% | 99.33% |
07.11.2024 | 0.76% | 1.24 CHF | 1.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 294'394 CHF | 98'882 CHF | 27.15% | 98.50% |