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 | 1.03% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 344'785 | 114'928 | 332'084 CHF | 111'844 CHF | 90.34% | 90.34% |
19.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 398'177 | 132'726 | 377'375 CHF | 127'119 CHF | 95.49% | 95.49% |
18.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 304'998 CHF | 102'666 CHF | 94.34% | 94.34% |
15.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 303'504 | 101'168 | 283'872 CHF | 95'636 CHF | 94.66% | 94.66% |
14.11.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 449'001 | 149'667 | 410'816 CHF | 138'435 CHF | 97.41% | 97.41% |
13.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 449'848 | 149'949 | 404'324 CHF | 136'274 CHF | 96.77% | 96.77% |
12.11.2024 | 1.04% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 356'811 | 118'937 | 340'186 CHF | 114'585 CHF | 93.20% | 93.20% |
11.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 322'198 | 107'399 | 321'163 CHF | 108'128 CHF | 95.50% | 95.50% |
08.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'111 CHF | 144'870 CHF | 98.15% | 98.15% |
07.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'881 CHF | 104'627 CHF | 97.69% | 97.69% |