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 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'181 CHF | 97'394 CHF | 99.37% | 99.37% |
19.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'379 CHF | 96'126 CHF | 99.37% | 99.37% |
18.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'978 CHF | 91'993 CHF | 99.38% | 99.38% |
15.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'066 CHF | 88'355 CHF | 99.36% | 99.36% |
14.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'559 CHF | 104'186 CHF | 99.37% | 99.37% |
13.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'509 CHF | 101'836 CHF | 99.38% | 99.38% |
12.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 304'195 CHF | 102'398 CHF | 99.15% | 99.15% |
11.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'010 CHF | 105'670 CHF | 99.38% | 99.38% |
08.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'023 CHF | 104'341 CHF | 99.37% | 99.37% |
07.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'953 CHF | 99'651 CHF | 98.58% | 98.58% |