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 | 1.73% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'590 CHF | 58'197 CHF | 99.35% | 99.35% |
19.11.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'303 CHF | 58'768 CHF | 99.35% | 99.35% |
18.11.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'565 CHF | 58'855 CHF | 94.70% | 94.70% |
15.11.2024 | 1.36% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'055 CHF | 74'018 CHF | 99.37% | 99.37% |
14.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'378 CHF | 79'793 CHF | 99.35% | 99.35% |
13.11.2024 | 1.18% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'447 CHF | 85'482 CHF | 93.56% | 93.56% |
12.11.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'318 CHF | 99'439 CHF | 96.94% | 96.94% |
11.11.2024 | 1.03% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'853 CHF | 97'951 CHF | 99.38% | 99.38% |
08.11.2024 | 1.01% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'304 CHF | 99'101 CHF | 90.82% | 90.82% |
07.11.2024 | 1.20% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'741 CHF | 83'914 CHF | 88.28% | 88.28% |