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 | 1.16% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'183 CHF | 87'061 CHF | 99.44% | 99.44% |
19.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'430 CHF | 89'143 CHF | 99.44% | 99.44% |
18.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'129 CHF | 89'043 CHF | 97.66% | 97.66% |
15.11.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'440 CHF | 82'480 CHF | 99.45% | 99.45% |
14.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'765 CHF | 73'255 CHF | 99.44% | 99.44% |
13.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'813 CHF | 76'604 CHF | 96.92% | 96.92% |
12.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'373 CHF | 76'458 CHF | 96.90% | 96.90% |
11.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'775 CHF | 72'258 CHF | 99.44% | 99.44% |
08.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'077 CHF | 68'359 CHF | 99.28% | 99.28% |
07.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'461 CHF | 68'820 CHF | 98.69% | 98.69% |