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 | 1.07% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'121 CHF | 93'707 CHF | 99.38% | 99.38% |
19.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'463 CHF | 91'821 CHF | 98.25% | 98.25% |
18.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'427 CHF | 92'476 CHF | 97.57% | 97.57% |
15.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'381 CHF | 94'794 CHF | 99.38% | 99.38% |
14.11.2024 | 0.90% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 333'416 CHF | 112'139 CHF | 99.37% | 99.37% |
13.11.2024 | 0.91% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 328'295 CHF | 110'432 CHF | 96.85% | 96.85% |
12.11.2024 | 0.89% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 335'233 CHF | 112'744 CHF | 96.78% | 96.78% |
11.11.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'473 CHF | 118'491 CHF | 99.34% | 99.34% |
08.11.2024 | 1.02% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'602 CHF | 98'867 CHF | 96.75% | 96.75% |
07.11.2024 | 0.97% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'769 CHF | 103'923 CHF | 97.66% | 97.66% |