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 | 0.95% | 1.03 CHF | 1.04 CHF | 450'000 | 450'000 | 204'467 | 204'467 | 216'458 CHF | 218'509 CHF | 99.09% | 99.09% |
19.11.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 450'000 | 450'000 | 206'316 | 206'316 | 212'730 CHF | 214'800 CHF | 99.34% | 99.34% |
18.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450'000 | 450'000 | 203'396 | 203'396 | 219'140 CHF | 221'177 CHF | 99.31% | 99.31% |
15.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 440'000 | 440'000 | 188'084 | 188'084 | 215'208 CHF | 217'104 CHF | 98.13% | 98.13% |
14.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 420'000 | 420'000 | 182'471 | 182'471 | 228'273 CHF | 230'106 CHF | 98.31% | 98.31% |
13.11.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 430'000 | 430'000 | 190'589 | 190'589 | 224'099 CHF | 226'013 CHF | 99.18% | 99.18% |
12.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 440'000 | 440'000 | 194'102 | 194'102 | 218'169 CHF | 220'118 CHF | 99.38% | 99.38% |
11.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 440'000 | 440'000 | 192'956 | 192'956 | 220'489 CHF | 222'428 CHF | 99.39% | 99.39% |
08.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 440'000 | 440'000 | 194'257 | 194'257 | 223'701 CHF | 225'650 CHF | 99.24% | 99.24% |
07.11.2024 | 0.91% | 1.18 CHF | 1.19 CHF | 440'000 | 440'000 | 198'801 | 198'801 | 227'679 CHF | 229'676 CHF | 99.05% | 99.05% |