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 | 1.33% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'146 CHF | 75'715 CHF | 97.70% | 97.70% |
19.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'788 CHF | 73'596 CHF | 96.75% | 96.75% |
18.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'670 CHF | 74'890 CHF | 97.61% | 97.61% |
15.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 228'502 CHF | 77'167 CHF | 95.64% | 95.64% |
14.11.2024 | 1.06% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'290 CHF | 95'097 CHF | 99.19% | 99.19% |
13.11.2024 | 1.07% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'467 CHF | 93'822 CHF | 98.77% | 98.77% |
12.11.2024 | 1.04% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'507 CHF | 96'502 CHF | 99.34% | 99.34% |
11.11.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 304'842 CHF | 102'614 CHF | 96.31% | 96.31% |
08.11.2024 | 1.23% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'327 CHF | 82'109 CHF | 96.76% | 96.76% |
07.11.2024 | 1.14% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'002 CHF | 88'001 CHF | 98.65% | 98.65% |