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 | 1.08% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'071 CHF | 139'524 CHF | 98.85% | 98.85% |
19.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'359 CHF | 139'286 CHF | 98.32% | 98.32% |
18.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'023 CHF | 135'841 CHF | 96.70% | 96.70% |
15.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'874 CHF | 135'125 CHF | 98.29% | 98.29% |
14.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'532 CHF | 139'011 CHF | 98.90% | 98.90% |
13.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'650 CHF | 139'717 CHF | 86.89% | 86.89% |
12.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'743 CHF | 134'414 CHF | 96.40% | 96.40% |
11.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'756 CHF | 134'419 CHF | 98.88% | 98.88% |
08.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'786 CHF | 135'428 CHF | 89.99% | 89.99% |
07.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'452 CHF | 128'651 CHF | 98.25% | 98.25% |