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 | 1.00% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'876 CHF | 100'625 CHF | 97.89% | 97.89% |
19.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'493 CHF | 99'164 CHF | 87.56% | 87.56% |
18.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'761 CHF | 105'587 CHF | 96.25% | 96.25% |
15.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'287 CHF | 106'762 CHF | 96.66% | 96.66% |
14.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 328'365 CHF | 110'455 CHF | 90.92% | 90.92% |
13.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 322'656 CHF | 108'552 CHF | 84.00% | 84.00% |
12.11.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 270'113 CHF | 90'788 CHF | 99.36% | 99.36% |
11.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 275'928 CHF | 92'726 CHF | 96.67% | 96.67% |
08.11.2024 | 0.76% | 1.20 CHF | 1.21 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 295'186 CHF | 99'145 CHF | 99.36% | 99.36% |
07.11.2024 | 0.66% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 453'351 CHF | 152'117 CHF | 69.10% | 69.10% |