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 | 1.22% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'312 CHF | 82'438 CHF | 99.38% | 99.38% |
19.11.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'034 CHF | 81'345 CHF | 99.37% | 99.37% |
18.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'040 CHF | 77'013 CHF | 99.38% | 99.38% |
15.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'312 CHF | 73'437 CHF | 99.36% | 99.36% |
14.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'066 CHF | 88'355 CHF | 99.38% | 99.38% |
13.11.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'144 CHF | 86'048 CHF | 99.38% | 99.38% |
12.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'832 CHF | 86'611 CHF | 99.15% | 99.15% |
11.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'632 CHF | 89'544 CHF | 99.38% | 99.38% |
08.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'247 CHF | 88'416 CHF | 99.37% | 99.37% |
07.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'008 CHF | 84'003 CHF | 98.58% | 98.58% |