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 | 0.89% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 337'073 CHF | 113'358 CHF | 99.35% | 99.35% |
19.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 338'317 CHF | 113'772 CHF | 99.35% | 99.35% |
18.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 339'416 CHF | 114'139 CHF | 94.65% | 94.65% |
15.11.2024 | 0.78% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 385'301 CHF | 129'434 CHF | 99.37% | 99.37% |
14.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 402'332 CHF | 135'111 CHF | 99.36% | 99.36% |
13.11.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'360 CHF | 140'453 CHF | 93.56% | 93.56% |
12.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'021 CHF | 154'340 CHF | 96.73% | 96.73% |
11.11.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'419 CHF | 152'473 CHF | 99.35% | 99.35% |
08.11.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 456'893 CHF | 153'298 CHF | 90.83% | 90.83% |
07.11.2024 | 0.73% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'538 CHF | 138'513 CHF | 88.27% | 88.27% |