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 | 1.03% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 581'269 CHF | 195'756 CHF | 89.44% | 89.44% |
19.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 551'863 CHF | 185'954 CHF | 90.49% | 90.49% |
18.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 568'347 CHF | 191'449 CHF | 88.90% | 88.90% |
15.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 612'125 CHF | 206'042 CHF | 86.19% | 86.19% |
14.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 616'277 CHF | 207'426 CHF | 89.16% | 89.16% |
13.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 612'295 CHF | 206'098 CHF | 83.39% | 83.39% |
12.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 632'098 CHF | 212'699 CHF | 91.62% | 91.62% |
11.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 690'267 CHF | 232'089 CHF | 92.97% | 92.97% |
08.11.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 640'981 CHF | 215'660 CHF | 88.03% | 88.03% |
07.11.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 659'457 CHF | 221'819 CHF | 95.29% | 95.29% |