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 | 0.87% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 345'192 CHF | 116'064 CHF | 99.16% | 99.16% |
19.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 340'559 CHF | 114'520 CHF | 99.16% | 99.16% |
18.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'985 CHF | 106'662 CHF | 99.22% | 99.22% |
15.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'146 CHF | 106'715 CHF | 99.17% | 99.17% |
14.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'202 CHF | 106'401 CHF | 99.16% | 99.16% |
13.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'980 CHF | 102'327 CHF | 99.16% | 99.16% |
12.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'650 CHF | 107'217 CHF | 99.16% | 99.16% |
11.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'364 CHF | 103'455 CHF | 99.16% | 99.16% |
08.11.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 306'654 | 100'000 | 289'911 CHF | 95'617 CHF | 99.17% | 99.17% |
07.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 308'603 | 100'000 | 289'075 CHF | 94'741 CHF | 98.19% | 98.19% |