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% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'773 CHF | 106'258 CHF | 99.37% | 99.37% |
19.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'612 CHF | 100'204 CHF | 99.37% | 99.37% |
18.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'581 CHF | 101'860 CHF | 99.25% | 99.25% |
15.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'770 CHF | 104'923 CHF | 99.38% | 99.38% |
14.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'213 CHF | 104'071 CHF | 99.37% | 99.37% |
13.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'685 CHF | 102'895 CHF | 99.37% | 99.37% |
12.11.2024 | 0.95% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'500 CHF | 106'167 CHF | 99.37% | 99.37% |
11.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 331'906 CHF | 111'635 CHF | 99.37% | 99.37% |
08.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 329'104 CHF | 110'701 CHF | 99.37% | 99.37% |
07.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'381 CHF | 107'460 CHF | 98.37% | 98.37% |