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 | 1.28% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'416 CHF | 78'805 CHF | 88.88% | 88.88% |
19.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 353'981 | 117'994 | 264'931 CHF | 89'490 CHF | 95.11% | 95.11% |
18.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'961 CHF | 79'987 CHF | 94.51% | 94.51% |
15.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'314 CHF | 79'771 CHF | 93.21% | 93.21% |
14.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 355'680 | 118'560 | 269'312 CHF | 90'956 CHF | 97.46% | 97.46% |
13.11.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 338'345 | 112'782 | 262'363 CHF | 88'582 CHF | 98.65% | 98.65% |
12.11.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 346'009 | 115'336 | 267'569 CHF | 90'343 CHF | 95.22% | 95.22% |
11.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'206 CHF | 86'069 CHF | 95.49% | 95.49% |
08.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'784 CHF | 82'595 CHF | 96.60% | 96.60% |
07.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'242 CHF | 86'747 CHF | 97.48% | 97.48% |