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 | 1.01% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'889 CHF | 99'630 CHF | 99.35% | 99.35% |
19.11.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 165'207 | 85'111 | 169'824 CHF | 88'697 CHF | 98.83% | 98.83% |
18.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'491 CHF | 80'241 CHF | 97.61% | 97.61% |
15.11.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'514 CHF | 79'264 CHF | 99.36% | 99.36% |
14.11.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'769 CHF | 73'519 CHF | 99.36% | 99.36% |
13.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'296 CHF | 70'046 CHF | 94.84% | 94.84% |
12.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'272 CHF | 71'022 CHF | 94.17% | 94.17% |
11.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'346 CHF | 72'096 CHF | 98.53% | 98.53% |
08.11.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'424 CHF | 70'174 CHF | 90.79% | 90.79% |
07.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'762 CHF | 73'512 CHF | 98.65% | 98.65% |