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 | 0.80% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 374'219 CHF | 125'740 CHF | 99.38% | 99.38% |
19.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'254 CHF | 122'751 CHF | 99.37% | 99.37% |
18.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 341'937 CHF | 114'979 CHF | 97.50% | 97.50% |
15.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 335'472 CHF | 112'824 CHF | 99.38% | 99.38% |
14.11.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'682 CHF | 108'227 CHF | 99.37% | 99.37% |
13.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'904 CHF | 115'968 CHF | 96.95% | 96.95% |
12.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 343'729 CHF | 115'576 CHF | 96.77% | 96.77% |
11.11.2024 | 0.77% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'055 CHF | 130'018 CHF | 99.35% | 99.35% |
08.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'105 CHF | 134'368 CHF | 99.27% | 99.27% |
07.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 406'098 CHF | 136'366 CHF | 98.69% | 98.69% |