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 | 0.99% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'174 CHF | 152'225 CHF | 98.88% | 98.88% |
19.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'131 CHF | 145'210 CHF | 95.76% | 95.76% |
18.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'881 CHF | 155'460 CHF | 96.98% | 96.98% |
15.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'735 CHF | 153'078 CHF | 94.89% | 94.89% |
14.11.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'429 CHF | 146'643 CHF | 98.78% | 98.78% |
13.11.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'607 CHF | 143'369 CHF | 98.25% | 98.25% |
12.11.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'033 CHF | 151'511 CHF | 98.95% | 98.95% |
11.11.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'568 CHF | 150'023 CHF | 98.91% | 98.91% |
08.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'080 CHF | 140'527 CHF | 97.32% | 97.32% |
07.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'522 CHF | 160'341 CHF | 98.19% | 98.19% |