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 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'233 CHF | 93'078 CHF | 99.38% | 99.38% |
19.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'937 CHF | 91'312 CHF | 99.37% | 99.37% |
18.11.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'717 CHF | 86'572 CHF | 99.38% | 99.38% |
15.11.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'002 CHF | 83'334 CHF | 99.36% | 99.36% |
14.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'408 CHF | 99'803 CHF | 99.38% | 99.38% |
13.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'306 CHF | 96'769 CHF | 99.38% | 99.38% |
12.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'749 CHF | 97'583 CHF | 99.15% | 99.15% |
11.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'574 CHF | 101'191 CHF | 99.37% | 99.37% |
08.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'263 CHF | 99'421 CHF | 99.37% | 99.37% |
07.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'135 CHF | 94'378 CHF | 98.58% | 98.58% |