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% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'001 CHF | 105'667 CHF | 99.44% | 99.44% |
19.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'179 CHF | 107'726 CHF | 99.44% | 99.44% |
18.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'604 CHF | 107'868 CHF | 97.38% | 97.38% |
15.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'686 CHF | 101'229 CHF | 99.45% | 99.45% |
14.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'359 CHF | 92'120 CHF | 99.44% | 99.44% |
13.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'660 CHF | 95'220 CHF | 96.95% | 96.95% |
12.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'266 CHF | 95'089 CHF | 96.97% | 96.97% |
11.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'295 CHF | 90'765 CHF | 99.44% | 99.44% |
08.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'514 CHF | 86'838 CHF | 99.28% | 99.28% |
07.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'611 CHF | 87'537 CHF | 98.70% | 98.70% |