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 | 1.27% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'792 CHF | 79'264 CHF | 99.33% | 99.33% |
19.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'359 CHF | 79'786 CHF | 99.34% | 99.34% |
18.11.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'948 CHF | 79'983 CHF | 94.64% | 94.64% |
15.11.2024 | 1.06% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'649 CHF | 95'216 CHF | 99.36% | 99.36% |
14.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 299'760 CHF | 100'920 CHF | 99.35% | 99.35% |
13.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'447 CHF | 106'482 CHF | 93.58% | 93.58% |
12.11.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 358'247 CHF | 120'416 CHF | 96.79% | 96.79% |
11.11.2024 | 0.85% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'426 CHF | 118'809 CHF | 99.38% | 99.38% |
08.11.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'543 CHF | 119'848 CHF | 90.82% | 90.82% |
07.11.2024 | 0.96% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'148 CHF | 104'716 CHF | 88.27% | 88.27% |