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 | 1.17% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'151 CHF | 129'550 CHF | 88.22% | 88.22% |
19.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'622 CHF | 122'374 CHF | 88.26% | 88.26% |
18.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'137 CHF | 126'212 CHF | 89.49% | 89.49% |
15.11.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 406'496 CHF | 136'999 CHF | 93.24% | 93.24% |
14.11.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'570 CHF | 138'023 CHF | 90.16% | 90.16% |
13.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 406'194 CHF | 136'898 CHF | 96.34% | 96.34% |
12.11.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'960 CHF | 142'153 CHF | 94.50% | 94.50% |
11.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'402 CHF | 156'634 CHF | 92.97% | 92.97% |
08.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'287 CHF | 143'929 CHF | 95.77% | 95.77% |
07.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'464 CHF | 148'655 CHF | 95.15% | 95.15% |