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 | 0.90% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 330'614 CHF | 111'205 CHF | 98.70% | 98.70% |
19.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'590 CHF | 106'197 CHF | 96.39% | 96.39% |
18.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'508 CHF | 106'503 CHF | 96.63% | 96.63% |
15.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'466 CHF | 106'155 CHF | 95.37% | 95.37% |
14.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'637 CHF | 101'879 CHF | 98.42% | 98.42% |
13.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 301'738 CHF | 101'579 CHF | 98.19% | 98.19% |
12.11.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'499 CHF | 107'500 CHF | 98.94% | 98.94% |
11.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'690 CHF | 116'563 CHF | 97.87% | 97.87% |
08.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'236 CHF | 105'745 CHF | 98.84% | 98.84% |
07.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 315'816 CHF | 106'272 CHF | 98.30% | 98.30% |