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 | 0.80% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'068 CHF | 126'023 CHF | 99.25% | 99.25% |
19.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'877 CHF | 116'626 CHF | 88.72% | 88.72% |
18.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'257 CHF | 114'419 CHF | 97.56% | 97.56% |
15.11.2024 | 0.86% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 348'605 CHF | 117'202 CHF | 96.39% | 96.39% |
14.11.2024 | 0.77% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'767 CHF | 130'256 CHF | 99.25% | 99.25% |
13.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 405'723 CHF | 136'241 CHF | 99.24% | 99.24% |
12.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 399'543 CHF | 134'181 CHF | 99.33% | 99.33% |
11.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 388'408 CHF | 130'469 CHF | 99.21% | 99.21% |
08.11.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 395'201 CHF | 132'734 CHF | 99.22% | 99.22% |
07.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 378'106 CHF | 127'035 CHF | 98.58% | 98.58% |