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 | 1.22% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'173 CHF | 82'724 CHF | 99.35% | 99.35% |
19.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 165'180 | 85'102 | 141'963 CHF | 74'362 CHF | 98.83% | 98.83% |
18.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'778 CHF | 67'528 CHF | 97.55% | 97.55% |
15.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'792 CHF | 66'542 CHF | 99.36% | 99.36% |
14.11.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'026 CHF | 60'776 CHF | 99.34% | 99.34% |
13.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'663 CHF | 57'413 CHF | 94.83% | 94.83% |
12.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'627 CHF | 58'377 CHF | 94.10% | 94.10% |
11.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'817 CHF | 59'567 CHF | 98.53% | 98.53% |
08.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'930 CHF | 57'680 CHF | 90.80% | 90.80% |
07.11.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'234 CHF | 60'984 CHF | 98.66% | 98.66% |