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 | 1.04% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'347 CHF | 144'949 CHF | 98.88% | 98.88% |
19.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'417 CHF | 137'306 CHF | 95.77% | 95.77% |
18.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'091 CHF | 148'197 CHF | 97.10% | 97.10% |
15.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'042 CHF | 145'181 CHF | 94.83% | 94.83% |
14.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'340 CHF | 138'613 CHF | 98.77% | 98.77% |
13.11.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'734 CHF | 135'078 CHF | 98.27% | 98.27% |
12.11.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'470 CHF | 143'657 CHF | 98.91% | 98.91% |
11.11.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'271 CHF | 142'257 CHF | 98.90% | 98.90% |
08.11.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'105 CHF | 131'868 CHF | 97.33% | 97.33% |
07.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'495 CHF | 152'332 CHF | 98.16% | 98.16% |