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 | 1.29% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'848 CHF | 77'950 CHF | 98.87% | 98.87% |
19.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'147 CHF | 78'049 CHF | 90.63% | 90.63% |
18.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'693 CHF | 74'898 CHF | 96.34% | 96.34% |
15.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'662 CHF | 75'554 CHF | 98.34% | 98.34% |
14.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'869 CHF | 81'290 CHF | 98.90% | 98.90% |
13.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'519 CHF | 83'840 CHF | 96.28% | 96.28% |
12.11.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'065 CHF | 75'688 CHF | 96.07% | 96.07% |
11.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'468 CHF | 72'823 CHF | 98.72% | 98.72% |
08.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'679 CHF | 74'893 CHF | 98.85% | 98.85% |
07.11.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'869 CHF | 76'290 CHF | 98.17% | 98.17% |