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 | 0.96% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'940 CHF | 104'980 CHF | 98.28% | 98.28% |
19.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'399 CHF | 99'800 CHF | 96.43% | 96.43% |
18.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'746 CHF | 100'249 CHF | 96.25% | 96.25% |
15.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'335 CHF | 100'112 CHF | 95.39% | 95.39% |
14.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'098 CHF | 96'033 CHF | 98.35% | 98.35% |
13.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'020 CHF | 95'673 CHF | 98.26% | 98.26% |
12.11.2024 | 0.99% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'460 CHF | 101'820 CHF | 98.93% | 98.93% |
11.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 296'145 | 98'715 | 326'134 CHF | 109'698 CHF | 97.88% | 97.88% |
08.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'837 CHF | 99'946 CHF | 98.83% | 98.83% |
07.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'874 CHF | 100'291 CHF | 98.32% | 98.32% |