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 | 0.76% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 393'518 CHF | 132'173 CHF | 99.37% | 99.37% |
19.11.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'486 CHF | 130'829 CHF | 96.92% | 96.92% |
18.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'504 CHF | 122'835 CHF | 95.26% | 95.26% |
15.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'590 CHF | 122'530 CHF | 99.38% | 99.38% |
14.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'807 CHF | 129'269 CHF | 99.37% | 99.37% |
13.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'442 CHF | 126'147 CHF | 92.31% | 92.31% |
12.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'836 CHF | 121'945 CHF | 96.96% | 96.96% |
11.11.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 371'241 CHF | 124'747 CHF | 97.55% | 97.55% |
08.11.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'358 CHF | 119'119 CHF | 93.15% | 93.15% |
07.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 345'710 CHF | 116'237 CHF | 98.70% | 98.70% |