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 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 590'315 CHF | 132'181 CHF | 99.16% | 99.16% |
19.11.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 626'353 CHF | 140'190 CHF | 99.16% | 99.16% |
18.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 624'409 CHF | 139'758 CHF | 99.22% | 99.22% |
15.11.2024 | 0.84% | 1.37 CHF | 1.38 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 534'642 CHF | 119'809 CHF | 99.17% | 99.17% |
14.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 419'021 CHF | 94'116 CHF | 99.15% | 99.15% |
13.11.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 437'236 CHF | 98'164 CHF | 99.17% | 99.17% |
12.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 409'555 CHF | 92'012 CHF | 99.15% | 99.15% |
11.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 424'833 CHF | 95'407 CHF | 99.17% | 99.17% |
08.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 463'687 CHF | 104'042 CHF | 99.17% | 99.17% |
07.11.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 479'322 CHF | 107'516 CHF | 98.06% | 98.06% |