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 | 0.80% | 1.14 CHF | 1.15 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 376'318 CHF | 379'318 CHF | 97.89% | 97.89% |
19.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 336'714 CHF | 339'714 CHF | 99.95% | 99.95% |
18.11.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 389'336 CHF | 392'336 CHF | 98.77% | 98.77% |
15.11.2024 | 0.71% | 1.30 CHF | 1.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 422'880 CHF | 425'880 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.67 CHF | 1.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 462'696 CHF | 465'696 CHF | 98.26% | 98.26% |
13.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 429'503 CHF | 432'503 CHF | 99.60% | 99.60% |
12.11.2024 | 0.60% | 1.48 CHF | 1.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 500'158 CHF | 503'158 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 580'570 CHF | 583'570 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 519'298 CHF | 522'298 CHF | 84.82% | 84.82% |
07.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 597'226 CHF | 600'226 CHF | 100.00% | 100.00% |