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 | 0.97% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 460'955 CHF | 155'152 CHF | 90.83% | 90.83% |
19.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'068 CHF | 155'522 CHF | 96.33% | 96.33% |
18.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'940 CHF | 150'813 CHF | 96.73% | 96.73% |
15.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'416 CHF | 151'972 CHF | 95.55% | 95.55% |
14.11.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 477'331 CHF | 160'610 CHF | 98.89% | 98.89% |
13.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 488'460 CHF | 164'320 CHF | 98.86% | 98.86% |
12.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'824 CHF | 152'108 CHF | 98.71% | 98.71% |
11.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'099 CHF | 147'866 CHF | 98.68% | 98.68% |
08.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'729 CHF | 151'076 CHF | 98.85% | 98.85% |
07.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'439 CHF | 153'313 CHF | 98.19% | 98.19% |