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 | 1.18% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 427'707 | 142'569 | 359'744 CHF | 121'340 CHF | 99.35% | 99.35% |
19.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 441'921 | 147'307 | 355'895 CHF | 120'105 CHF | 96.68% | 96.68% |
18.11.2024 | 1.04% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 327'107 | 109'036 | 312'199 CHF | 105'157 CHF | 97.61% | 97.61% |
15.11.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 297'537 CHF | 100'179 CHF | 96.58% | 96.58% |
14.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 288'930 CHF | 97'310 CHF | 99.36% | 99.36% |
13.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'864 CHF | 96'955 CHF | 99.38% | 99.38% |
12.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 291'657 CHF | 98'219 CHF | 99.35% | 99.35% |
11.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'595 CHF | 102'865 CHF | 99.31% | 99.31% |
08.11.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'447 CHF | 108'149 CHF | 99.32% | 99.32% |
07.11.2024 | 0.80% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'918 CHF | 125'306 CHF | 98.48% | 98.48% |