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 | 1.35% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'451 CHF | 74'817 CHF | 97.43% | 97.43% |
19.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'763 CHF | 73'588 CHF | 87.55% | 87.55% |
18.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'109 CHF | 79'370 CHF | 96.23% | 96.23% |
15.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'502 CHF | 80'501 CHF | 96.64% | 96.64% |
14.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 299'999 | 100'000 | 248'607 CHF | 83'869 CHF | 90.95% | 90.95% |
13.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'546 CHF | 82'515 CHF | 83.95% | 83.95% |
12.11.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'323 CHF | 93'775 CHF | 99.35% | 99.35% |
11.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'942 CHF | 96'314 CHF | 96.65% | 96.65% |
08.11.2024 | 0.97% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'856 CHF | 104'285 CHF | 99.35% | 99.35% |
07.11.2024 | 0.82% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'978 CHF | 122'993 CHF | 69.13% | 69.13% |