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 | 1.03% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'680 CHF | 145'727 CHF | 98.74% | 98.74% |
19.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'897 CHF | 150'466 CHF | 99.19% | 99.19% |
18.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'523 CHF | 148'008 CHF | 96.25% | 96.25% |
15.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'995 CHF | 149'832 CHF | 99.20% | 99.20% |
14.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'912 CHF | 151'804 CHF | 98.43% | 98.43% |
13.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'152 CHF | 150'884 CHF | 96.59% | 96.59% |
12.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'209 CHF | 144'570 CHF | 96.57% | 96.57% |
11.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'665 CHF | 142'388 CHF | 98.80% | 98.80% |
08.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'254 CHF | 143'584 CHF | 99.06% | 99.06% |
07.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'075 CHF | 140'858 CHF | 98.63% | 98.63% |