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 | 0.80% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 371'503 CHF | 124'834 CHF | 99.38% | 99.38% |
19.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'524 CHF | 122'841 CHF | 98.25% | 98.25% |
18.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 367'864 CHF | 123'621 CHF | 97.27% | 97.27% |
15.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 374'880 CHF | 125'960 CHF | 99.38% | 99.38% |
14.11.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'963 CHF | 143'321 CHF | 99.37% | 99.37% |
13.11.2024 | 0.71% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 421'303 CHF | 141'434 CHF | 96.85% | 96.85% |
12.11.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 428'126 CHF | 143'709 CHF | 96.85% | 96.85% |
11.11.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 445'073 CHF | 149'358 CHF | 99.34% | 99.34% |
08.11.2024 | 0.78% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 385'390 CHF | 129'463 CHF | 96.75% | 96.75% |
07.11.2024 | 0.75% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'862 CHF | 134'621 CHF | 97.65% | 97.65% |