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 | 1.14% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'181 CHF | 88'060 CHF | 99.38% | 99.38% |
19.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'643 CHF | 87'214 CHF | 99.37% | 99.37% |
18.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'172 CHF | 83'057 CHF | 99.38% | 99.38% |
15.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'208 CHF | 79'403 CHF | 99.36% | 99.36% |
14.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'083 CHF | 94'028 CHF | 99.38% | 99.38% |
13.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'097 CHF | 91'699 CHF | 99.38% | 99.38% |
12.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'358 CHF | 92'119 CHF | 99.15% | 99.15% |
11.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'755 CHF | 95'252 CHF | 99.38% | 99.38% |
08.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'367 CHF | 93'789 CHF | 99.37% | 99.37% |
07.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'934 CHF | 89'645 CHF | 98.58% | 98.58% |