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 | 1.01% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'888 CHF | 99'629 CHF | 99.26% | 99.26% |
19.11.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'524 CHF | 91'175 CHF | 88.75% | 88.75% |
18.11.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'970 CHF | 89'323 CHF | 97.57% | 97.57% |
15.11.2024 | 1.10% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'264 CHF | 91'755 CHF | 96.42% | 96.42% |
14.11.2024 | 0.97% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'580 CHF | 103'527 CHF | 99.24% | 99.24% |
13.11.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'714 CHF | 109'238 CHF | 99.27% | 99.27% |
12.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'075 CHF | 107'358 CHF | 99.26% | 99.26% |
11.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'082 CHF | 104'027 CHF | 99.23% | 99.23% |
08.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'827 CHF | 106'276 CHF | 99.23% | 99.23% |
07.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'737 CHF | 101'246 CHF | 98.63% | 98.63% |