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 | 0.87% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 341'858 CHF | 114'953 CHF | 97.98% | 97.98% |
19.11.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 337'624 CHF | 113'541 CHF | 87.56% | 87.56% |
18.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'283 CHF | 119'761 CHF | 96.24% | 96.24% |
15.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 358'628 CHF | 120'543 CHF | 96.59% | 96.59% |
14.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'664 CHF | 124'221 CHF | 90.90% | 90.90% |
13.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'372 CHF | 122'457 CHF | 83.95% | 83.95% |
12.11.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'855 CHF | 134'618 CHF | 99.34% | 99.34% |
11.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'752 CHF | 136'917 CHF | 96.66% | 96.66% |
08.11.2024 | 0.69% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 272'879 | 90'960 | 391'796 CHF | 131'508 CHF | 99.34% | 99.34% |
07.11.2024 | 0.61% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 490'192 CHF | 164'397 CHF | 69.11% | 69.11% |