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 | 0.92% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'092 CHF | 163'864 CHF | 90.16% | 90.16% |
19.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 478'405 CHF | 160'968 CHF | 95.58% | 95.58% |
18.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 503'583 CHF | 169'361 CHF | 94.40% | 94.40% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'666 CHF | 158'389 CHF | 94.65% | 94.65% |
14.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'691 CHF | 156'064 CHF | 97.39% | 97.39% |
13.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'198 CHF | 153'899 CHF | 96.77% | 96.77% |
12.11.2024 | 0.94% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'222 CHF | 161'241 CHF | 93.21% | 93.21% |
11.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 496'118 CHF | 166'873 CHF | 95.50% | 95.50% |
08.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'329 CHF | 161'610 CHF | 98.20% | 98.20% |
07.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 515'379 CHF | 173'293 CHF | 97.68% | 97.68% |