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 | 1.09% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'191 CHF | 92'064 CHF | 99.20% | 99.20% |
19.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'932 CHF | 89'977 CHF | 96.30% | 96.30% |
18.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'508 CHF | 91'169 CHF | 97.22% | 97.22% |
15.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'175 CHF | 93'392 CHF | 95.37% | 95.37% |
14.11.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'955 CHF | 109'652 CHF | 99.48% | 99.48% |
13.11.2024 | 0.93% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'516 CHF | 108'172 CHF | 99.07% | 99.07% |
12.11.2024 | 0.91% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 329'307 CHF | 110'769 CHF | 99.37% | 99.37% |
11.11.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 346'546 CHF | 116'515 CHF | 96.30% | 96.30% |
08.11.2024 | 1.03% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'882 CHF | 97'294 CHF | 96.76% | 96.76% |
07.11.2024 | 0.98% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'940 CHF | 102'980 CHF | 98.59% | 98.59% |