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 | 0.78% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 381'606 CHF | 128'202 CHF | 90.40% | 90.40% |
19.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'723 CHF | 126'241 CHF | 95.53% | 95.53% |
18.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 396'298 CHF | 133'099 CHF | 94.31% | 94.31% |
15.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 371'980 CHF | 124'993 CHF | 94.67% | 94.67% |
14.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'346 CHF | 122'449 CHF | 97.40% | 97.40% |
13.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'299 CHF | 120'766 CHF | 96.73% | 96.73% |
12.11.2024 | 0.79% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 377'029 CHF | 126'676 CHF | 93.20% | 93.20% |
11.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'811 CHF | 130'937 CHF | 95.37% | 95.37% |
08.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 376'519 CHF | 126'506 CHF | 98.15% | 98.15% |
07.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 401'400 CHF | 134'800 CHF | 97.69% | 97.69% |