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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.99% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'187 CHF | 101'729 CHF | 99.25% | 99.25% |
20.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'598 CHF | 90'866 CHF | 99.25% | 99.25% |
19.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'569 CHF | 90'190 CHF | 98.68% | 98.68% |
18.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'710 CHF | 87'570 CHF | 99.37% | 99.37% |
15.11.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'208 CHF | 81'736 CHF | 99.39% | 99.39% |
14.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'464 CHF | 80'488 CHF | 97.37% | 97.37% |
13.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'569 CHF | 77'523 CHF | 98.99% | 98.99% |
12.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'923 CHF | 77'975 CHF | 92.63% | 92.63% |
11.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'365 CHF | 81'455 CHF | 98.54% | 98.54% |
08.11.2024 | 1.41% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 365'577 | 121'859 | 256'792 CHF | 86'816 CHF | 96.97% | 96.97% |