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 | 1.01% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'735 CHF | 148'745 CHF | 98.75% | 98.75% |
19.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'663 CHF | 143'721 CHF | 99.19% | 99.19% |
18.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'849 CHF | 147'116 CHF | 96.24% | 96.24% |
15.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'115 CHF | 146'205 CHF | 99.20% | 99.20% |
14.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'984 CHF | 143'828 CHF | 98.43% | 98.43% |
13.11.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'909 CHF | 144'803 CHF | 96.73% | 96.73% |
12.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'208 CHF | 150'903 CHF | 96.70% | 96.70% |
11.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'394 CHF | 153'631 CHF | 98.79% | 98.79% |
08.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'075 CHF | 153'192 CHF | 99.06% | 99.06% |
07.11.2024 | 0.96% | 1.03 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'716 CHF | 157'072 CHF | 98.64% | 98.64% |