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 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'429 CHF | 107'810 CHF | 97.83% | 97.83% |
19.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 328'772 CHF | 110'591 CHF | 93.00% | 93.00% |
18.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 339'982 CHF | 114'327 CHF | 94.59% | 94.59% |
15.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 338'759 CHF | 113'920 CHF | 96.45% | 96.45% |
14.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 336'340 CHF | 113'113 CHF | 97.74% | 97.74% |
13.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'427 CHF | 114'476 CHF | 94.89% | 94.89% |
12.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 351'942 CHF | 118'314 CHF | 96.36% | 96.36% |
11.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 357'816 CHF | 120'272 CHF | 96.36% | 96.36% |
08.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 371'423 CHF | 124'808 CHF | 92.38% | 92.38% |
07.11.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'657 CHF | 127'219 CHF | 98.20% | 98.20% |