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 | 0.90% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 240'593 | 80'198 | 266'121 CHF | 89'509 CHF | 98.77% | 98.77% |
19.11.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 225'000 | 75'000 | 293'861 | 97'954 | 305'468 CHF | 102'802 CHF | 96.53% | 96.53% |
18.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 252'942 CHF | 85'064 CHF | 97.57% | 97.57% |
15.11.2024 | 0.78% | 1.14 CHF | 1.15 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 288'495 CHF | 96'915 CHF | 91.81% | 91.81% |
14.11.2024 | 0.69% | 1.37 CHF | 1.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 325'874 CHF | 109'375 CHF | 99.15% | 99.15% |
13.11.2024 | 0.78% | 1.37 CHF | 1.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 288'011 CHF | 96'754 CHF | 99.07% | 99.07% |
12.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 271'618 CHF | 91'290 CHF | 99.36% | 99.36% |
11.11.2024 | 0.79% | 1.21 CHF | 1.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 283'013 CHF | 95'088 CHF | 99.30% | 99.30% |
08.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 286'616 CHF | 96'289 CHF | 99.34% | 99.34% |
07.11.2024 | 0.81% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 292'938 | 97'646 | 359'494 CHF | 120'808 CHF | 98.59% | 98.59% |