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 | 1.20% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'614 CHF | 125'371 CHF | 88.22% | 88.22% |
19.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'011 CHF | 119'504 CHF | 88.27% | 88.27% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'628 CHF | 122'376 CHF | 89.48% | 89.48% |
15.11.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'510 CHF | 131'337 CHF | 93.01% | 93.01% |
14.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'008 CHF | 132'169 CHF | 91.52% | 91.52% |
13.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'810 CHF | 131'437 CHF | 96.29% | 96.29% |
12.11.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'182 CHF | 135'894 CHF | 94.51% | 94.51% |
11.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'937 CHF | 148'812 CHF | 92.94% | 92.94% |
08.11.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 408'988 CHF | 137'829 CHF | 95.75% | 95.75% |
07.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'280 CHF | 141'593 CHF | 95.10% | 95.10% |