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 | 0.89% | 1.14 CHF | 1.15 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 502'517 CHF | 112'671 CHF | 99.37% | 99.37% |
19.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 397'339 CHF | 89'298 CHF | 99.38% | 99.38% |
18.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 417'796 CHF | 93'844 CHF | 99.38% | 99.38% |
15.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 435'446 CHF | 97'766 CHF | 98.91% | 98.91% |
14.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 454'307 CHF | 101'957 CHF | 99.38% | 99.38% |
13.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 404'074 CHF | 90'794 CHF | 99.38% | 99.38% |
12.11.2024 | 1.03% | 0.89 CHF | 0.90 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 434'763 CHF | 97'614 CHF | 99.16% | 99.16% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 462'074 CHF | 103'683 CHF | 99.38% | 99.38% |
08.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 466'679 CHF | 104'707 CHF | 99.38% | 99.38% |
07.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 477'444 CHF | 107'099 CHF | 98.58% | 98.58% |