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 | 0.95% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'325 CHF | 106'108 CHF | 99.38% | 99.38% |
19.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'422 CHF | 99'807 CHF | 99.38% | 99.38% |
18.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'918 CHF | 102'306 CHF | 99.37% | 99.37% |
15.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'925 CHF | 105'308 CHF | 99.34% | 99.34% |
14.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'349 CHF | 103'116 CHF | 99.38% | 99.38% |
13.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'943 CHF | 101'981 CHF | 99.38% | 99.38% |
12.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'047 CHF | 104'682 CHF | 99.14% | 99.14% |
11.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 329'937 CHF | 110'979 CHF | 99.13% | 99.13% |
08.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'400 CHF | 106'467 CHF | 99.38% | 99.38% |
07.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'594 CHF | 104'531 CHF | 98.56% | 98.56% |