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 | 1.07% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'212 CHF | 93'737 CHF | 97.83% | 97.83% |
19.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'614 CHF | 90'872 CHF | 94.32% | 94.32% |
18.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'238 CHF | 87'746 CHF | 94.63% | 94.63% |
15.11.2024 | 1.13% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 263'352 CHF | 88'784 CHF | 96.43% | 96.43% |
14.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'870 CHF | 89'290 CHF | 97.73% | 97.73% |
13.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'052 CHF | 88'017 CHF | 94.91% | 94.91% |
12.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'050 CHF | 84'017 CHF | 96.49% | 96.49% |
11.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'277 CHF | 82'426 CHF | 97.81% | 97.81% |
08.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'324 CHF | 78'442 CHF | 92.37% | 92.37% |
07.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'383 CHF | 76'794 CHF | 98.20% | 98.20% |