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 | 1.10% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'994 CHF | 91'331 CHF | 99.37% | 99.37% |
19.11.2024 | 1.10% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'249 CHF | 92'083 CHF | 96.92% | 96.92% |
18.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'440 CHF | 101'147 CHF | 95.33% | 95.33% |
15.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'032 CHF | 102'011 CHF | 99.38% | 99.38% |
14.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'841 CHF | 95'614 CHF | 99.37% | 99.37% |
13.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'245 CHF | 97'082 CHF | 92.30% | 92.30% |
12.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'718 CHF | 101'239 CHF | 96.96% | 96.96% |
11.11.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'398 CHF | 97'799 CHF | 97.56% | 97.56% |
08.11.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'235 CHF | 102'078 CHF | 93.15% | 93.15% |
07.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'862 CHF | 105'621 CHF | 98.70% | 98.70% |