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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.06% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'528 CHF | 142'009 CHF | 99.36% | 99.36% |
20.11.2024 | 1.03% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'882 CHF | 146'461 CHF | 99.33% | 99.33% |
19.11.2024 | 0.99% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'445 CHF | 152'648 CHF | 98.00% | 98.00% |
18.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 485'659 CHF | 163'386 CHF | 97.49% | 97.49% |
15.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'232 CHF | 161'577 CHF | 96.95% | 96.95% |
14.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'131 CHF | 129'877 CHF | 99.35% | 99.35% |
13.11.2024 | 1.05% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'668 CHF | 143'389 CHF | 94.59% | 94.59% |
12.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'495 CHF | 140'998 CHF | 96.82% | 96.82% |
11.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 399'201 CHF | 134'567 CHF | 99.36% | 99.36% |
08.11.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'520 CHF | 130'340 CHF | 91.00% | 91.00% |