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 | 1.10% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'984 CHF | 91'661 CHF | 97.92% | 97.92% |
19.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'916 CHF | 90'305 CHF | 87.56% | 87.56% |
18.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'019 CHF | 96'006 CHF | 96.26% | 96.26% |
15.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'008 CHF | 96'669 CHF | 96.51% | 96.51% |
14.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'104 CHF | 100'035 CHF | 90.91% | 90.91% |
13.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'979 CHF | 98'660 CHF | 83.99% | 83.99% |
12.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'422 CHF | 109'807 CHF | 99.35% | 99.35% |
11.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 333'438 CHF | 112'146 CHF | 96.66% | 96.66% |
08.11.2024 | 0.84% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'082 CHF | 119'694 CHF | 99.35% | 99.35% |
07.11.2024 | 0.73% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'641 CHF | 137'880 CHF | 69.12% | 69.12% |