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 | 0.98% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 608'032 CHF | 204'677 CHF | 99.03% | 99.03% |
19.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 624'650 CHF | 210'217 CHF | 99.61% | 99.61% |
18.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 670'873 CHF | 225'624 CHF | 98.67% | 98.67% |
15.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 599'004 | 199'668 | 683'408 CHF | 229'800 CHF | 99.36% | 99.36% |
14.11.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 452'126 | 150'709 | 535'878 CHF | 180'133 CHF | 98.37% | 98.37% |
13.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 568'038 | 189'346 | 647'873 CHF | 217'851 CHF | 99.32% | 99.32% |
12.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 548'691 | 182'897 | 620'942 CHF | 208'810 CHF | 99.35% | 99.35% |
11.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 637'190 CHF | 214'397 CHF | 98.66% | 98.66% |
08.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 601'486 CHF | 202'495 CHF | 99.33% | 99.33% |
07.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 612'128 CHF | 206'043 CHF | 97.80% | 97.80% |