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 | 1.26% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'208 CHF | 120'236 CHF | 99.38% | 99.38% |
19.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'852 CHF | 124'117 CHF | 99.38% | 99.38% |
18.11.2024 | 1.26% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'788 CHF | 120'096 CHF | 99.38% | 99.38% |
15.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'088 CHF | 119'529 CHF | 99.34% | 99.34% |
14.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'706 CHF | 123'735 CHF | 99.38% | 99.38% |
13.11.2024 | 1.30% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'503 CHF | 117'001 CHF | 99.38% | 99.38% |
12.11.2024 | 0.97% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'295 CHF | 156'265 CHF | 99.16% | 99.16% |
11.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'230 CHF | 167'243 CHF | 99.13% | 99.13% |
08.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'902 CHF | 158'468 CHF | 99.37% | 99.37% |
07.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 478'726 CHF | 161'075 CHF | 98.56% | 98.56% |