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 | 0.74% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 406'577 CHF | 136'526 CHF | 99.37% | 99.37% |
19.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'665 CHF | 137'888 CHF | 98.25% | 98.25% |
18.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'151 CHF | 138'384 CHF | 97.49% | 97.49% |
15.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'396 CHF | 136'799 CHF | 99.38% | 99.38% |
14.11.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'057 CHF | 119'686 CHF | 99.37% | 99.37% |
13.11.2024 | 0.84% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'693 CHF | 119'898 CHF | 96.99% | 96.99% |
12.11.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 348'746 CHF | 117'249 CHF | 96.89% | 96.89% |
11.11.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 329'787 CHF | 110'929 CHF | 99.35% | 99.35% |
08.11.2024 | 0.78% | 1.16 CHF | 1.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'456 CHF | 129'152 CHF | 96.75% | 96.75% |
07.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 371'623 CHF | 124'874 CHF | 97.65% | 97.65% |