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 | 0.89% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 333'785 CHF | 112'262 CHF | 99.37% | 99.37% |
19.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'411 CHF | 105'470 CHF | 99.38% | 99.38% |
18.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'909 CHF | 105'303 CHF | 97.54% | 97.54% |
15.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'144 CHF | 109'048 CHF | 93.30% | 93.30% |
14.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 342'564 CHF | 115'188 CHF | 99.37% | 99.37% |
13.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 351'516 CHF | 118'172 CHF | 96.96% | 96.96% |
12.11.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'019 CHF | 122'340 CHF | 96.90% | 96.90% |
11.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'647 CHF | 122'549 CHF | 99.35% | 99.35% |
08.11.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'909 CHF | 121'970 CHF | 99.24% | 99.24% |
07.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'315 CHF | 125'105 CHF | 98.68% | 98.68% |