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% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 561'700 CHF | 188'733 CHF | 98.96% | 98.96% |
19.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 571'504 CHF | 192'001 CHF | 90.20% | 90.20% |
18.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 531'206 CHF | 178'569 CHF | 96.79% | 96.79% |
15.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'610 CHF | 174'036 CHF | 98.33% | 98.33% |
14.11.2024 | 0.86% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'678 CHF | 175'393 CHF | 98.90% | 98.90% |
13.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'280 CHF | 181'260 CHF | 96.49% | 96.49% |
12.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 491'564 CHF | 165'355 CHF | 94.00% | 94.00% |
11.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 540'266 CHF | 181'589 CHF | 97.90% | 97.90% |
08.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 585'398 CHF | 196'633 CHF | 93.07% | 93.07% |
07.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 575'188 CHF | 193'229 CHF | 98.21% | 98.21% |