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 | 0.90% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'095 CHF | 167'865 CHF | 98.88% | 98.88% |
19.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'477 CHF | 171'326 CHF | 98.87% | 98.87% |
18.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 538'397 CHF | 180'966 CHF | 96.76% | 96.76% |
15.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'505 CHF | 183'668 CHF | 99.37% | 99.37% |
14.11.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'867 CHF | 189'122 CHF | 99.37% | 99.37% |
13.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 545'658 CHF | 183'386 CHF | 97.02% | 97.02% |
12.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'125 CHF | 182'542 CHF | 96.80% | 96.80% |
11.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 518'394 CHF | 174'298 CHF | 96.90% | 96.90% |
08.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 494'620 CHF | 166'373 CHF | 93.42% | 93.42% |
07.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'623 CHF | 168'374 CHF | 97.91% | 97.91% |