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 | 1.01% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'856 CHF | 99'619 CHF | 99.54% | 99.54% |
19.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'976 CHF | 95'659 CHF | 96.95% | 96.95% |
18.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'322 CHF | 98'774 CHF | 96.25% | 96.25% |
15.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'311 CHF | 94'770 CHF | 96.52% | 96.52% |
14.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'233 CHF | 90'411 CHF | 99.36% | 99.36% |
13.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'042 CHF | 86'681 CHF | 98.93% | 98.93% |
12.11.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'304 CHF | 91'768 CHF | 99.38% | 99.38% |
11.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'627 CHF | 101'209 CHF | 99.27% | 99.27% |
08.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'790 CHF | 97'930 CHF | 99.35% | 99.35% |
07.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 301'489 CHF | 101'496 CHF | 98.67% | 98.67% |