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 | 0.87% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'377 CHF | 173'959 CHF | 99.36% | 99.36% |
19.11.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 535'734 CHF | 180'078 CHF | 98.00% | 98.00% |
18.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 568'916 CHF | 191'139 CHF | 97.65% | 97.65% |
15.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'114 CHF | 189'205 CHF | 96.95% | 96.95% |
14.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'842 CHF | 157'447 CHF | 99.36% | 99.36% |
13.11.2024 | 0.88% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 507'818 CHF | 170'773 CHF | 94.80% | 94.80% |
12.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'382 CHF | 168'294 CHF | 96.82% | 96.82% |
11.11.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'851 CHF | 161'784 CHF | 99.35% | 99.35% |
08.11.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'692 CHF | 157'398 CHF | 90.99% | 90.99% |
07.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'675 CHF | 170'058 CHF | 97.40% | 97.40% |