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 | 0.96% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'807 CHF | 104'602 CHF | 99.37% | 99.37% |
19.11.2024 | 0.97% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'353 CHF | 103'451 CHF | 96.92% | 96.92% |
18.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'973 CHF | 95'324 CHF | 95.39% | 95.39% |
15.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'099 CHF | 95'033 CHF | 99.38% | 99.38% |
14.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'106 CHF | 101'702 CHF | 99.37% | 99.37% |
13.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'387 CHF | 98'796 CHF | 92.31% | 92.31% |
12.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'515 CHF | 94'505 CHF | 96.96% | 96.96% |
11.11.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'465 CHF | 97'488 CHF | 97.55% | 97.55% |
08.11.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'209 CHF | 92'070 CHF | 93.15% | 93.15% |
07.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'340 CHF | 89'113 CHF | 98.67% | 98.67% |