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 | 1.06% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'284 CHF | 142'928 CHF | 98.88% | 98.88% |
19.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'012 CHF | 146'171 CHF | 98.87% | 98.87% |
18.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'344 CHF | 155'615 CHF | 96.63% | 96.63% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'915 CHF | 158'472 CHF | 99.37% | 99.37% |
14.11.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'193 CHF | 163'898 CHF | 99.37% | 99.37% |
13.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'523 CHF | 158'341 CHF | 96.93% | 96.93% |
12.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'287 CHF | 157'596 CHF | 96.89% | 96.89% |
11.11.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'712 CHF | 149'071 CHF | 96.90% | 96.90% |
08.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'067 CHF | 141'522 CHF | 93.42% | 93.42% |
07.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'921 CHF | 143'807 CHF | 97.90% | 97.90% |