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 | 1.07% | 0.94 CHF | 0.95 CHF | 420'000 | 420'000 | 186'581 | 186'581 | 176'783 CHF | 178'653 CHF | 99.09% | 99.09% |
19.11.2024 | 1.40% | 0.93 CHF | 0.94 CHF | 420'000 | 420'000 | 171'157 | 171'157 | 156'133 CHF | 158'136 CHF | 98.79% | 98.79% |
18.11.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 420'000 | 420'000 | 184'983 | 184'983 | 171'076 CHF | 172'929 CHF | 97.66% | 97.66% |
15.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 410'000 | 410'000 | 185'969 | 185'969 | 183'963 CHF | 185'830 CHF | 98.56% | 98.56% |
14.11.2024 | 1.58% | 1.04 CHF | 1.07 CHF | 200'000 | 200'000 | 126'206 | 126'206 | 130'598 CHF | 132'895 CHF | 97.47% | 97.47% |
13.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 400'000 | 400'000 | 174'735 | 174'735 | 181'501 CHF | 183'255 CHF | 98.41% | 98.41% |
12.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 400'000 | 400'000 | 173'894 | 173'894 | 183'439 CHF | 185'185 CHF | 95.79% | 95.79% |
11.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 400'000 | 400'000 | 175'637 | 175'637 | 183'992 CHF | 185'755 CHF | 98.57% | 98.57% |
08.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 400'000 | 400'000 | 175'896 | 175'896 | 186'365 CHF | 188'137 CHF | 97.38% | 97.38% |
07.11.2024 | 1.03% | 1.06 CHF | 1.07 CHF | 400'000 | 400'000 | 185'936 | 185'936 | 189'310 CHF | 191'179 CHF | 99.33% | 99.33% |