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 | 1.19% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'394 CHF | 84'465 CHF | 99.25% | 99.25% |
19.11.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'529 CHF | 75'843 CHF | 88.74% | 88.74% |
18.11.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'765 CHF | 73'588 CHF | 97.50% | 97.50% |
15.11.2024 | 1.32% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'357 CHF | 76'119 CHF | 96.39% | 96.39% |
14.11.2024 | 1.14% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'713 CHF | 88'571 CHF | 99.31% | 99.31% |
13.11.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'799 CHF | 94'600 CHF | 99.26% | 99.26% |
12.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'804 CHF | 92'602 CHF | 99.30% | 99.30% |
11.11.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'588 CHF | 89'196 CHF | 99.20% | 99.20% |
08.11.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'020 CHF | 91'673 CHF | 99.20% | 99.20% |
07.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'104 CHF | 86'368 CHF | 98.51% | 98.51% |