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 | 1.17% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'550 CHF | 86'184 CHF | 99.38% | 99.38% |
19.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'864 CHF | 87'621 CHF | 98.25% | 98.25% |
18.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'975 CHF | 87'992 CHF | 97.49% | 97.49% |
15.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'418 CHF | 86'139 CHF | 99.38% | 99.38% |
14.11.2024 | 1.46% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'182 CHF | 69'061 CHF | 99.37% | 99.37% |
13.11.2024 | 1.45% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'919 CHF | 69'640 CHF | 96.85% | 96.85% |
12.11.2024 | 1.51% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'043 CHF | 67'014 CHF | 96.79% | 96.79% |
11.11.2024 | 1.66% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'729 CHF | 60'910 CHF | 99.35% | 99.35% |
08.11.2024 | 1.27% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'442 CHF | 79'481 CHF | 96.75% | 96.75% |
07.11.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'219 CHF | 75'073 CHF | 97.65% | 97.65% |