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 | 1.27% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 469'070 CHF | 158'357 CHF | 98.91% | 98.91% |
19.11.2024 | 1.16% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 516'807 CHF | 174'269 CHF | 90.32% | 90.32% |
18.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 610'611 CHF | 205'537 CHF | 97.06% | 97.06% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 627'070 CHF | 211'023 CHF | 98.92% | 98.92% |
14.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 644'059 CHF | 216'686 CHF | 98.93% | 98.93% |
13.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 636'150 CHF | 214'050 CHF | 96.52% | 96.52% |
12.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 627'341 CHF | 211'114 CHF | 96.44% | 96.44% |
11.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 614'573 CHF | 206'858 CHF | 98.85% | 98.85% |
08.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 600'245 CHF | 202'082 CHF | 98.89% | 98.89% |
07.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 575'151 CHF | 193'717 CHF | 98.22% | 98.22% |