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 | 0.93% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 482'042 CHF | 162'181 CHF | 99.15% | 99.15% |
19.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 496'492 CHF | 166'997 CHF | 96.72% | 96.72% |
18.11.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 485'850 CHF | 163'450 CHF | 97.60% | 97.60% |
15.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'216 CHF | 150'905 CHF | 96.19% | 96.19% |
14.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'301 CHF | 153'267 CHF | 98.88% | 98.88% |
13.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'625 CHF | 148'042 CHF | 98.75% | 98.75% |
12.11.2024 | 1.01% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'988 CHF | 148'829 CHF | 99.32% | 99.32% |
11.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'083 CHF | 151'528 CHF | 98.31% | 98.31% |
08.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'525 CHF | 145'675 CHF | 98.16% | 98.16% |
07.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'975 CHF | 149'158 CHF | 98.74% | 98.74% |