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 | 0.97% | 0.99 CHF | 1.00 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 308'952 CHF | 77'988 CHF | 99.16% | 99.16% |
19.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 294'376 CHF | 74'344 CHF | 99.17% | 99.17% |
18.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 306'257 CHF | 77'314 CHF | 99.22% | 99.22% |
15.11.2024 | 0.99% | 0.95 CHF | 0.96 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 300'541 CHF | 75'885 CHF | 99.17% | 99.17% |
14.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 313'816 CHF | 79'204 CHF | 99.15% | 99.15% |
13.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 310'833 CHF | 78'458 CHF | 99.16% | 99.16% |
12.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 333'575 CHF | 84'144 CHF | 99.15% | 99.15% |
11.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 352'690 CHF | 88'923 CHF | 99.16% | 99.16% |
08.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 328'683 CHF | 82'921 CHF | 99.17% | 99.17% |
07.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 331'398 CHF | 83'600 CHF | 98.18% | 98.18% |