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 | 1.08% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'173 CHF | 93'058 CHF | 99.17% | 99.17% |
19.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'029 CHF | 91'010 CHF | 99.16% | 99.16% |
18.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'990 CHF | 81'663 CHF | 99.21% | 99.21% |
15.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'896 CHF | 81'965 CHF | 99.17% | 99.17% |
14.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'473 CHF | 81'824 CHF | 99.15% | 99.15% |
13.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'237 CHF | 77'412 CHF | 99.16% | 99.16% |
12.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'651 CHF | 82'884 CHF | 99.17% | 99.17% |
11.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'880 CHF | 78'627 CHF | 99.16% | 99.16% |
08.11.2024 | 1.44% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'663 CHF | 70'221 CHF | 99.17% | 99.17% |
07.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'765 CHF | 69'255 CHF | 98.18% | 98.18% |