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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'065 CHF | 82'355 CHF | 99.30% | 99.30% |
20.11.2024 | 0.88% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 338'727 CHF | 113'909 CHF | 99.27% | 99.27% |
19.11.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'774 CHF | 104'258 CHF | 88.74% | 88.74% |
18.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 301'512 CHF | 101'504 CHF | 97.56% | 97.56% |
15.11.2024 | 0.96% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'247 CHF | 104'416 CHF | 96.42% | 96.42% |
14.11.2024 | 0.85% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 351'814 CHF | 118'271 CHF | 99.24% | 99.24% |
13.11.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 370'910 CHF | 124'637 CHF | 99.27% | 99.27% |
12.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'161 CHF | 122'387 CHF | 99.26% | 99.26% |
11.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'856 CHF | 118'618 CHF | 99.17% | 99.17% |
08.11.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'469 CHF | 121'156 CHF | 99.19% | 99.19% |