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 | 1.04% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'753 CHF | 144'751 CHF | 99.27% | 99.27% |
19.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'632 CHF | 149'044 CHF | 99.24% | 99.24% |
18.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 478'791 CHF | 161'097 CHF | 98.67% | 98.67% |
15.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'224 CHF | 164'908 CHF | 99.39% | 99.39% |
14.11.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'838 CHF | 171'446 CHF | 98.43% | 98.43% |
13.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'224 CHF | 164'908 CHF | 99.34% | 99.34% |
12.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'341 CHF | 163'947 CHF | 93.13% | 93.13% |
11.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'082 CHF | 152'527 CHF | 98.68% | 98.68% |
08.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'233 CHF | 143'244 CHF | 93.12% | 93.12% |
07.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 580'136 CHF | 195'379 CHF | 97.80% | 97.80% |