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 | 1.10% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'171 CHF | 91'057 CHF | 99.38% | 99.38% |
19.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'297 CHF | 92'766 CHF | 99.38% | 99.38% |
18.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'894 CHF | 92'965 CHF | 97.57% | 97.57% |
15.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'528 CHF | 90'176 CHF | 99.38% | 99.38% |
14.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'552 CHF | 92'184 CHF | 99.37% | 99.37% |
13.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'371 CHF | 90'790 CHF | 96.96% | 96.96% |
12.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'609 CHF | 94'536 CHF | 96.79% | 96.79% |
11.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'170 CHF | 95'724 CHF | 98.25% | 98.25% |
08.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'844 CHF | 96'948 CHF | 99.27% | 99.27% |
07.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'664 CHF | 99'555 CHF | 98.70% | 98.70% |