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 | 1.19% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'374 CHF | 84'458 CHF | 98.36% | 98.36% |
19.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'491 CHF | 86'830 CHF | 97.52% | 97.52% |
18.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'224 CHF | 82'741 CHF | 96.24% | 96.24% |
15.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'588 CHF | 81'863 CHF | 98.90% | 98.90% |
14.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'035 CHF | 86'345 CHF | 96.89% | 96.89% |
13.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'906 CHF | 85'636 CHF | 94.42% | 94.42% |
12.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'976 CHF | 83'325 CHF | 94.65% | 94.65% |
11.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'419 CHF | 83'140 CHF | 96.45% | 96.45% |
08.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'284 CHF | 83'428 CHF | 92.06% | 92.06% |
07.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'124 CHF | 85'041 CHF | 97.60% | 97.60% |