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 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'364 CHF | 106'788 CHF | 99.37% | 99.37% |
19.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'249 CHF | 105'750 CHF | 99.37% | 99.37% |
18.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'271 CHF | 101'757 CHF | 99.38% | 99.38% |
15.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'841 CHF | 97'947 CHF | 99.36% | 99.36% |
14.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 339'467 CHF | 114'156 CHF | 99.38% | 99.38% |
13.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 332'163 CHF | 111'721 CHF | 99.38% | 99.38% |
12.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 333'938 CHF | 112'313 CHF | 99.15% | 99.15% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 344'219 CHF | 115'740 CHF | 99.38% | 99.38% |
08.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 339'428 CHF | 114'143 CHF | 99.37% | 99.37% |
07.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'426 CHF | 109'475 CHF | 98.58% | 98.58% |