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 | 0.93% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 322'394 CHF | 108'465 CHF | 99.44% | 99.44% |
19.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'754 CHF | 108'918 CHF | 98.96% | 98.96% |
18.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'800 CHF | 108'267 CHF | 97.68% | 97.68% |
15.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'487 CHF | 109'496 CHF | 99.44% | 99.44% |
14.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'370 CHF | 121'123 CHF | 99.44% | 99.44% |
13.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'710 CHF | 122'903 CHF | 96.93% | 96.93% |
12.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 376'530 CHF | 126'510 CHF | 96.84% | 96.84% |
11.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'848 CHF | 130'949 CHF | 98.87% | 98.87% |
08.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 391'647 CHF | 131'549 CHF | 93.36% | 93.36% |
07.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'169 CHF | 130'056 CHF | 98.70% | 98.70% |