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 | 1.10% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'453 CHF | 136'651 CHF | 98.91% | 98.91% |
19.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'503 CHF | 135'001 CHF | 95.77% | 95.77% |
18.11.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'031 CHF | 162'177 CHF | 96.95% | 96.95% |
15.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'252 CHF | 171'251 CHF | 94.67% | 94.67% |
14.11.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'207 CHF | 182'569 CHF | 98.74% | 98.74% |
13.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'311 CHF | 139'937 CHF | 98.27% | 98.27% |
12.11.2024 | 0.99% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'500 CHF | 152'333 CHF | 98.33% | 98.33% |
11.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'467 CHF | 168'322 CHF | 98.73% | 98.73% |
08.11.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'262 CHF | 161'587 CHF | 97.69% | 97.69% |
07.11.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'348 CHF | 167'949 CHF | 98.16% | 98.16% |