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 | 1.01% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 590'491 CHF | 198'830 CHF | 99.38% | 99.38% |
19.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 560'420 CHF | 188'807 CHF | 99.37% | 99.37% |
18.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 560'043 CHF | 188'681 CHF | 99.26% | 99.26% |
15.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 527'699 CHF | 177'900 CHF | 99.38% | 99.38% |
14.11.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 729'958 | 243'319 | 606'167 CHF | 204'489 CHF | 99.36% | 99.36% |
13.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 750'000 | 250'000 | 703'659 | 234'553 | 580'947 CHF | 195'995 CHF | 99.37% | 99.37% |
12.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 601'215 | 200'405 | 521'611 CHF | 175'874 CHF | 99.38% | 99.38% |
11.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'884 CHF | 185'628 CHF | 99.37% | 99.37% |
08.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 618'678 | 206'226 | 534'141 CHF | 180'109 CHF | 99.37% | 99.37% |
07.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 537'634 CHF | 181'211 CHF | 98.36% | 98.36% |