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 | 0.81% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'130 CHF | 124'043 CHF | 97.80% | 97.80% |
19.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 355'563 CHF | 119'521 CHF | 95.64% | 95.64% |
18.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'868 CHF | 117'956 CHF | 94.26% | 94.26% |
15.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'072 CHF | 119'691 CHF | 94.33% | 94.33% |
14.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'113 CHF | 123'704 CHF | 98.60% | 98.60% |
13.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'703 CHF | 103'901 CHF | 97.05% | 97.05% |
12.11.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 337'334 CHF | 113'445 CHF | 97.42% | 97.42% |
11.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 357'760 CHF | 120'253 CHF | 95.39% | 95.39% |
08.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 342'133 CHF | 115'044 CHF | 96.77% | 96.77% |
07.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 328'673 CHF | 110'558 CHF | 98.04% | 98.04% |