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 | 0.89% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 334'189 CHF | 112'396 CHF | 98.95% | 98.95% |
19.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'486 CHF | 105'162 CHF | 98.86% | 98.86% |
18.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'315 CHF | 107'772 CHF | 98.60% | 98.60% |
15.11.2024 | 0.83% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'312 CHF | 120'771 CHF | 96.50% | 96.50% |
14.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 380'522 CHF | 127'841 CHF | 97.69% | 97.69% |
13.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 386'937 CHF | 129'979 CHF | 98.99% | 98.99% |
12.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'113 CHF | 130'704 CHF | 98.09% | 98.09% |
11.11.2024 | 0.75% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 396'572 CHF | 133'191 CHF | 98.92% | 98.92% |
08.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 401'653 CHF | 134'884 CHF | 99.12% | 99.12% |
07.11.2024 | 0.81% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 367'424 CHF | 123'475 CHF | 98.26% | 98.26% |