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 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'035 CHF | 129'178 CHF | 98.93% | 98.93% |
19.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'730 CHF | 125'743 CHF | 90.22% | 90.22% |
18.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'205 CHF | 140'235 CHF | 97.07% | 97.07% |
15.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'466 CHF | 145'655 CHF | 98.34% | 98.34% |
14.11.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'211 CHF | 143'904 CHF | 98.91% | 98.91% |
13.11.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'877 CHF | 138'126 CHF | 96.58% | 96.58% |
12.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'117 CHF | 153'872 CHF | 94.06% | 94.06% |
11.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 410'008 CHF | 138'169 CHF | 97.90% | 97.90% |
08.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'457 CHF | 123'986 CHF | 93.09% | 93.09% |
07.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'054 CHF | 128'518 CHF | 98.20% | 98.20% |