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 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'139 CHF | 106'046 CHF | 99.38% | 99.38% |
19.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'572 CHF | 103'857 CHF | 99.38% | 99.38% |
18.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'246 CHF | 104'749 CHF | 97.18% | 97.18% |
15.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'519 CHF | 107'840 CHF | 99.38% | 99.38% |
14.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'767 CHF | 105'922 CHF | 99.37% | 99.37% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'560 CHF | 106'187 CHF | 96.90% | 96.90% |
12.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'329 CHF | 102'110 CHF | 96.92% | 96.92% |
11.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'288 CHF | 100'429 CHF | 98.25% | 98.25% |
08.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'717 CHF | 97'906 CHF | 99.27% | 99.27% |
07.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'491 CHF | 95'830 CHF | 98.71% | 98.71% |