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 | 0.98% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 607'676 CHF | 204'559 CHF | 98.89% | 98.89% |
19.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 580'662 CHF | 195'554 CHF | 98.57% | 98.57% |
18.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 563'111 CHF | 189'704 CHF | 96.92% | 96.92% |
15.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 562'118 CHF | 189'373 CHF | 97.90% | 97.90% |
14.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 567'028 CHF | 191'009 CHF | 97.39% | 97.39% |
13.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 543'533 CHF | 183'178 CHF | 98.91% | 98.91% |
12.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 646'860 CHF | 217'620 CHF | 97.64% | 97.64% |
11.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 630'998 CHF | 212'333 CHF | 98.82% | 98.82% |
08.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 663'221 CHF | 223'074 CHF | 97.75% | 97.75% |
07.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 668'703 CHF | 224'901 CHF | 97.61% | 97.61% |