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 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'662 CHF | 95'554 CHF | 99.10% | 99.10% |
19.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 225'000 | 75'000 | 273'344 | 91'115 | 272'184 CHF | 91'639 CHF | 96.68% | 96.68% |
18.11.2024 | 1.27% | 1.05 CHF | 1.06 CHF | 225'000 | 75'000 | 294'425 | 98'142 | 232'999 CHF | 78'648 CHF | 97.60% | 97.60% |
15.11.2024 | 1.30% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'354 CHF | 77'451 CHF | 96.54% | 96.54% |
14.11.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'490 CHF | 80'497 CHF | 99.35% | 99.35% |
13.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 239'204 CHF | 80'735 CHF | 99.37% | 99.37% |
12.11.2024 | 1.26% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'261 CHF | 79'754 CHF | 99.39% | 99.39% |
11.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'097 CHF | 73'699 CHF | 99.33% | 99.33% |
08.11.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'349 CHF | 68'116 CHF | 99.33% | 99.33% |
07.11.2024 | 1.88% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 411'282 | 137'094 | 215'938 CHF | 73'350 CHF | 98.45% | 98.45% |