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 | 0.97% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'490 CHF | 155'663 CHF | 99.37% | 99.37% |
19.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'902 CHF | 148'467 CHF | 99.37% | 99.37% |
18.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'014 CHF | 150'505 CHF | 99.25% | 99.25% |
15.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'037 CHF | 154'179 CHF | 99.38% | 99.38% |
14.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'851 CHF | 152'784 CHF | 99.37% | 99.37% |
13.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'076 CHF | 151'525 CHF | 99.37% | 99.37% |
12.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'704 CHF | 155'401 CHF | 99.37% | 99.37% |
11.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 481'122 CHF | 161'874 CHF | 99.37% | 99.37% |
08.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 477'242 CHF | 160'581 CHF | 99.37% | 99.37% |
07.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'187 CHF | 156'896 CHF | 98.37% | 98.37% |