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 | 0.88% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'181 CHF | 114'394 CHF | 99.42% | 99.42% |
19.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 331'349 CHF | 111'450 CHF | 99.43% | 99.43% |
18.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'451 CHF | 109'484 CHF | 97.64% | 97.64% |
15.11.2024 | 0.86% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'520 CHF | 116'506 CHF | 99.44% | 99.44% |
14.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'406 CHF | 129'135 CHF | 99.42% | 99.42% |
13.11.2024 | 0.73% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 409'932 CHF | 137'644 CHF | 94.68% | 94.68% |
12.11.2024 | 0.67% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 447'924 CHF | 150'308 CHF | 96.79% | 96.79% |
11.11.2024 | 0.59% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 504'781 CHF | 169'260 CHF | 99.46% | 99.46% |
08.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'800 CHF | 176'267 CHF | 90.73% | 90.73% |
07.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 530'308 CHF | 177'769 CHF | 98.67% | 98.67% |