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 | 1.20% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'772 CHF | 83'591 CHF | 99.16% | 99.16% |
19.11.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'085 CHF | 76'695 CHF | 99.17% | 99.17% |
18.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'992 CHF | 81'997 CHF | 99.22% | 99.22% |
15.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'266 CHF | 85'422 CHF | 99.16% | 99.16% |
14.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'310 CHF | 83'437 CHF | 99.15% | 99.15% |
13.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'560 CHF | 73'187 CHF | 99.16% | 99.16% |
12.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'725 CHF | 77'575 CHF | 99.15% | 99.15% |
11.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'615 CHF | 78'538 CHF | 99.16% | 99.16% |
08.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'148 CHF | 73'716 CHF | 99.16% | 99.16% |
07.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'697 CHF | 76'566 CHF | 98.18% | 98.18% |