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 | 0.83% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'947 CHF | 121'316 CHF | 99.44% | 99.44% |
19.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 367'022 CHF | 123'341 CHF | 99.44% | 99.44% |
18.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 366'819 CHF | 123'273 CHF | 97.65% | 97.65% |
15.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 347'831 CHF | 116'944 CHF | 99.45% | 99.45% |
14.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'050 CHF | 107'683 CHF | 99.44% | 99.44% |
13.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 329'781 CHF | 110'927 CHF | 96.93% | 96.93% |
12.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 328'873 CHF | 110'624 CHF | 96.87% | 96.87% |
11.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'976 CHF | 106'325 CHF | 99.44% | 99.44% |
08.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'706 CHF | 102'235 CHF | 99.28% | 99.28% |
07.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'264 CHF | 102'755 CHF | 98.70% | 98.70% |