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% | 0.92 CHF | 0.93 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 294'462 CHF | 49'577 CHF | 99.16% | 99.16% |
19.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 289'433 CHF | 48'739 CHF | 99.16% | 99.16% |
18.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 265'123 CHF | 44'687 CHF | 99.22% | 99.22% |
15.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 265'845 CHF | 44'808 CHF | 99.17% | 99.17% |
14.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 264'675 CHF | 44'613 CHF | 99.15% | 99.15% |
13.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 251'382 CHF | 42'397 CHF | 99.16% | 99.16% |
12.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 266'691 CHF | 44'949 CHF | 99.16% | 99.16% |
11.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 255'026 CHF | 43'004 CHF | 99.16% | 99.16% |
08.11.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 229'727 CHF | 38'788 CHF | 99.17% | 99.17% |
07.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 226'803 CHF | 38'301 CHF | 98.19% | 98.19% |