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 | 1.08% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'926 CHF | 93'309 CHF | 99.37% | 99.37% |
19.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'717 CHF | 86'572 CHF | 99.38% | 99.38% |
18.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'010 CHF | 86'337 CHF | 97.07% | 97.07% |
15.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'138 CHF | 90'046 CHF | 93.30% | 93.30% |
14.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'453 CHF | 96'151 CHF | 99.37% | 99.37% |
13.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'854 CHF | 99'285 CHF | 96.89% | 96.89% |
12.11.2024 | 0.97% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'429 CHF | 103'476 CHF | 96.80% | 96.80% |
11.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'281 CHF | 103'760 CHF | 99.35% | 99.35% |
08.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'939 CHF | 103'313 CHF | 99.24% | 99.24% |
07.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'344 CHF | 106'448 CHF | 98.68% | 98.68% |