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% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 449'194 | 149'731 | 407'362 CHF | 137'285 CHF | 99.32% | 99.32% |
19.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 446'145 | 148'715 | 387'973 CHF | 130'811 CHF | 96.69% | 96.69% |
18.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 448'471 | 149'490 | 402'480 CHF | 135'655 CHF | 96.19% | 96.19% |
15.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'523 CHF | 130'341 CHF | 96.53% | 96.53% |
14.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'005 CHF | 124'502 CHF | 99.33% | 99.33% |
13.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'661 CHF | 119'387 CHF | 98.94% | 98.94% |
12.11.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'493 CHF | 126'331 CHF | 99.38% | 99.38% |
11.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 423'785 | 141'262 | 389'772 CHF | 131'336 CHF | 99.26% | 99.26% |
08.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 449'453 | 149'818 | 400'646 CHF | 135'047 CHF | 99.36% | 99.36% |
07.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 389'877 | 129'959 | 358'614 CHF | 120'838 CHF | 98.69% | 98.69% |