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 | 1.18% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'421 CHF | 127'974 CHF | 98.99% | 98.99% |
19.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'269 CHF | 124'590 CHF | 98.90% | 98.90% |
18.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'803 CHF | 122'434 CHF | 98.76% | 98.76% |
15.11.2024 | 1.16% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'214 CHF | 130'571 CHF | 99.25% | 99.25% |
14.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'343 CHF | 144'614 CHF | 78.30% | 97.55% |
13.11.2024 | 1.00% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'945 CHF | 150'148 CHF | 28.37% | 99.25% |
12.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'977 CHF | 153'159 CHF | 2.26% | 99.17% |
11.11.2024 | - | 1.19 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
08.11.2024 | - | 1.34 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
07.11.2024 | - | 1.34 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.54% |