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 | 1.13% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'929 CHF | 133'476 CHF | 99.37% | 99.37% |
19.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 399'242 CHF | 134'581 CHF | 99.38% | 99.38% |
18.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'231 CHF | 129'577 CHF | 99.25% | 99.25% |
15.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'538 CHF | 122'346 CHF | 99.38% | 99.38% |
14.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'087 CHF | 124'862 CHF | 99.38% | 99.38% |
13.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'004 CHF | 122'835 CHF | 99.37% | 99.37% |
12.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 408'947 CHF | 137'816 CHF | 99.37% | 99.37% |
11.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'672 CHF | 152'724 CHF | 99.38% | 99.38% |
08.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'974 CHF | 153'825 CHF | 99.37% | 99.37% |
07.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 449'997 | 150'000 | 472'149 CHF | 158'884 CHF | 98.37% | 98.37% |