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 | 0.87% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'415 CHF | 173'972 CHF | 90.43% | 90.43% |
19.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'598 CHF | 171'033 CHF | 95.55% | 95.55% |
18.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 532'459 CHF | 178'986 CHF | 94.54% | 94.54% |
15.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'675 CHF | 168'392 CHF | 94.63% | 94.63% |
14.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'827 CHF | 166'109 CHF | 97.41% | 97.41% |
13.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'161 CHF | 163'887 CHF | 96.77% | 96.77% |
12.11.2024 | 0.88% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'307 CHF | 171'269 CHF | 93.18% | 93.18% |
11.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 525'994 CHF | 176'831 CHF | 95.37% | 95.37% |
08.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'436 CHF | 171'979 CHF | 98.18% | 98.18% |
07.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'279 CHF | 183'593 CHF | 97.72% | 97.72% |