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 | 0.88% | 1.13 CHF | 1.14 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 337'953 CHF | 56'826 CHF | 98.83% | 98.83% |
19.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 336'629 CHF | 56'605 CHF | 99.17% | 99.17% |
18.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 327'955 CHF | 55'159 CHF | 99.22% | 99.22% |
15.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 313'195 CHF | 52'699 CHF | 99.17% | 99.17% |
14.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 306'647 CHF | 51'608 CHF | 99.15% | 99.15% |
13.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 308'005 CHF | 51'834 CHF | 98.96% | 98.96% |
12.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 295'839 CHF | 49'807 CHF | 99.15% | 99.15% |
11.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 273'178 CHF | 46'030 CHF | 99.16% | 99.16% |
08.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 291'012 CHF | 49'002 CHF | 99.17% | 99.17% |
07.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 300'000 | 50'000 | 300'000 | 50'000 | 285'112 CHF | 48'019 CHF | 97.77% | 97.77% |