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 | 0.83% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 257'087 | 85'696 | 308'536 CHF | 103'702 CHF | 99.16% | 99.16% |
19.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 273'280 | 91'093 | 322'923 CHF | 108'552 CHF | 99.17% | 99.17% |
18.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'495 CHF | 109'165 CHF | 99.22% | 99.22% |
15.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'063 CHF | 109'354 CHF | 99.17% | 99.17% |
14.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 324'232 CHF | 109'077 CHF | 99.15% | 99.15% |
13.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'359 CHF | 104'120 CHF | 99.16% | 99.16% |
12.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 327'630 CHF | 110'210 CHF | 99.17% | 99.17% |
11.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'434 CHF | 105'478 CHF | 99.16% | 99.16% |
08.11.2024 | 1.05% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'440 CHF | 95'813 CHF | 99.16% | 99.16% |
07.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'373 CHF | 94'791 CHF | 98.19% | 98.19% |