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 | 0.93% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 322'413 CHF | 108'471 CHF | 88.81% | 88.81% |
19.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'604 CHF | 105'535 CHF | 95.06% | 95.06% |
18.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'804 CHF | 109'935 CHF | 94.57% | 94.57% |
15.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'062 CHF | 109'687 CHF | 93.41% | 93.41% |
14.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'747 CHF | 106'582 CHF | 97.41% | 97.41% |
13.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 322'403 CHF | 108'468 CHF | 98.69% | 98.69% |
12.11.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'507 CHF | 108'169 CHF | 95.21% | 95.21% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 345'223 CHF | 116'074 CHF | 95.38% | 95.38% |
08.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 334'088 CHF | 112'363 CHF | 96.56% | 96.56% |
07.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 347'339 CHF | 116'780 CHF | 97.40% | 97.40% |