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 | 1.12% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'257 CHF | 90'086 CHF | 88.90% | 88.90% |
19.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'582 CHF | 87'194 CHF | 94.90% | 94.90% |
18.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'584 CHF | 91'528 CHF | 94.44% | 94.44% |
15.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'054 CHF | 91'351 CHF | 93.24% | 93.24% |
14.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'571 CHF | 88'190 CHF | 97.47% | 97.47% |
13.11.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'392 CHF | 90'131 CHF | 98.70% | 98.70% |
12.11.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'444 CHF | 89'815 CHF | 95.22% | 95.22% |
11.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'232 CHF | 97'744 CHF | 95.47% | 95.47% |
08.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'134 CHF | 94'045 CHF | 96.49% | 96.49% |
07.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 291'966 CHF | 98'322 CHF | 97.41% | 97.41% |