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 | 0.93% | 1.04 CHF | 1.05 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 799'138 CHF | 161'327 CHF | 99.37% | 99.37% |
19.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 777'526 CHF | 157'005 CHF | 99.37% | 99.37% |
18.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 770'931 CHF | 155'686 CHF | 99.25% | 99.25% |
15.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 738'604 CHF | 149'221 CHF | 99.38% | 99.38% |
14.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 705'315 CHF | 142'563 CHF | 99.36% | 99.36% |
13.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 703'323 CHF | 142'165 CHF | 99.37% | 99.37% |
12.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 727'285 CHF | 146'957 CHF | 99.37% | 99.37% |
11.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 757'337 CHF | 152'967 CHF | 99.37% | 99.37% |
08.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 724'146 CHF | 146'329 CHF | 99.36% | 99.36% |
07.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 745'399 CHF | 150'580 CHF | 98.37% | 98.37% |