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 | 1.09% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 410'879 CHF | 138'460 CHF | 99.67% | 99.67% |
19.11.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'848 CHF | 143'116 CHF | 96.23% | 96.23% |
18.11.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'159 CHF | 139'886 CHF | 97.40% | 97.40% |
15.11.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'083 CHF | 127'861 CHF | 96.25% | 96.25% |
14.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'792 CHF | 129'764 CHF | 99.51% | 99.51% |
13.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'794 CHF | 124'765 CHF | 98.94% | 98.94% |
12.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'202 CHF | 125'901 CHF | 99.36% | 99.36% |
11.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'157 CHF | 128'219 CHF | 98.30% | 98.30% |
08.11.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'334 CHF | 122'945 CHF | 98.17% | 98.17% |
07.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'701 CHF | 126'400 CHF | 98.61% | 98.61% |