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 | 0.89% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 334'376 CHF | 112'459 CHF | 97.83% | 97.83% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'301 CHF | 109'434 CHF | 94.32% | 94.32% |
18.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 316'137 CHF | 106'379 CHF | 94.51% | 94.51% |
15.11.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'620 CHF | 107'540 CHF | 96.45% | 96.45% |
14.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'990 CHF | 107'997 CHF | 97.75% | 97.75% |
13.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'373 CHF | 106'791 CHF | 95.03% | 95.03% |
12.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'352 CHF | 102'784 CHF | 96.17% | 96.17% |
11.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'587 CHF | 101'196 CHF | 97.81% | 97.81% |
08.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'629 CHF | 97'210 CHF | 92.36% | 92.36% |
07.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'994 CHF | 95'665 CHF | 98.20% | 98.20% |