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 | 1.15% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'129 CHF | 87'710 CHF | 98.65% | 98.65% |
19.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'497 CHF | 83'166 CHF | 96.64% | 96.64% |
18.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'731 CHF | 83'244 CHF | 96.89% | 96.89% |
15.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'744 CHF | 82'915 CHF | 95.45% | 95.45% |
14.11.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'011 CHF | 79'004 CHF | 98.48% | 98.48% |
13.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'426 CHF | 78'809 CHF | 98.17% | 98.17% |
12.11.2024 | 1.20% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'365 CHF | 84'122 CHF | 98.94% | 98.94% |
11.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'162 CHF | 92'387 CHF | 97.88% | 97.88% |
08.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'749 CHF | 82'583 CHF | 98.84% | 98.84% |
07.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'285 CHF | 83'095 CHF | 98.28% | 98.28% |