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 | 1.05% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'370 CHF | 96'123 CHF | 88.85% | 88.85% |
19.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'119 CHF | 93'373 CHF | 95.06% | 95.06% |
18.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'418 CHF | 97'473 CHF | 94.52% | 94.52% |
15.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'003 CHF | 97'334 CHF | 93.26% | 93.26% |
14.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'706 CHF | 94'235 CHF | 97.44% | 97.44% |
13.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'691 CHF | 96'230 CHF | 98.70% | 98.70% |
12.11.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'644 CHF | 95'881 CHF | 95.30% | 95.30% |
11.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'810 CHF | 103'603 CHF | 95.50% | 95.50% |
08.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'046 CHF | 100'015 CHF | 96.56% | 96.56% |
07.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'717 CHF | 104'239 CHF | 97.49% | 97.49% |