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 | 1.02% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'498 CHF | 98'499 CHF | 98.86% | 98.86% |
19.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'514 CHF | 98'505 CHF | 90.63% | 90.63% |
18.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'311 CHF | 95'437 CHF | 96.73% | 96.73% |
15.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'478 CHF | 96'160 CHF | 98.35% | 98.35% |
14.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'637 CHF | 101'879 CHF | 98.89% | 98.89% |
13.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'211 CHF | 104'404 CHF | 96.35% | 96.35% |
12.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'689 CHF | 96'230 CHF | 96.19% | 96.19% |
11.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'505 CHF | 93'502 CHF | 98.71% | 98.71% |
08.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'654 CHF | 95'552 CHF | 98.86% | 98.86% |
07.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'982 CHF | 96'994 CHF | 98.19% | 98.19% |