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 | 1.05% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'470 CHF | 96'157 CHF | 98.33% | 98.33% |
19.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'492 CHF | 98'497 CHF | 97.51% | 97.51% |
18.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'262 CHF | 94'421 CHF | 96.18% | 96.18% |
15.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'708 CHF | 93'570 CHF | 98.90% | 98.90% |
14.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 291'049 CHF | 98'016 CHF | 96.91% | 96.91% |
13.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'105 CHF | 97'368 CHF | 94.45% | 94.45% |
12.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'019 CHF | 95'006 CHF | 94.62% | 94.62% |
11.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'544 CHF | 94'848 CHF | 96.45% | 96.45% |
08.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'397 CHF | 95'132 CHF | 92.07% | 92.07% |
07.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'562 CHF | 96'854 CHF | 97.58% | 97.58% |