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 | 1.00% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'939 CHF | 100'313 CHF | 99.38% | 99.38% |
19.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'011 CHF | 98'337 CHF | 99.37% | 99.37% |
18.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'774 CHF | 95'258 CHF | 99.38% | 99.38% |
15.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'550 CHF | 92'517 CHF | 99.36% | 99.36% |
14.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'269 CHF | 107'090 CHF | 99.37% | 99.37% |
13.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'899 CHF | 104'633 CHF | 99.38% | 99.38% |
12.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'291 CHF | 105'430 CHF | 99.13% | 99.13% |
11.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'406 CHF | 108'802 CHF | 99.38% | 99.38% |
08.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'794 CHF | 107'265 CHF | 99.37% | 99.37% |
07.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'817 CHF | 102'939 CHF | 98.58% | 98.58% |