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 | 0.97% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'350 CHF | 103'117 CHF | 99.38% | 99.38% |
19.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'551 CHF | 102'184 CHF | 99.37% | 99.37% |
18.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 291'562 CHF | 98'187 CHF | 99.38% | 99.38% |
15.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'056 CHF | 94'352 CHF | 99.36% | 99.36% |
14.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 326'314 CHF | 109'771 CHF | 99.37% | 99.37% |
13.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'716 CHF | 107'572 CHF | 99.38% | 99.38% |
12.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'909 CHF | 107'970 CHF | 99.13% | 99.13% |
11.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 330'680 CHF | 111'227 CHF | 99.37% | 99.37% |
08.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'544 CHF | 109'515 CHF | 99.37% | 99.37% |
07.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 312'519 CHF | 105'173 CHF | 98.58% | 98.58% |