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 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'514 CHF | 143'671 CHF | 98.85% | 98.85% |
19.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'459 CHF | 136'653 CHF | 90.62% | 90.62% |
18.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'086 CHF | 132'529 CHF | 94.94% | 94.94% |
15.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'629 CHF | 132'376 CHF | 97.78% | 97.78% |
14.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'617 CHF | 133'372 CHF | 98.73% | 98.73% |
13.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'489 CHF | 127'663 CHF | 96.44% | 96.44% |
12.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'301 CHF | 153'600 CHF | 95.64% | 95.64% |
11.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'968 CHF | 149'489 CHF | 98.35% | 98.35% |
08.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'017 CHF | 157'506 CHF | 93.00% | 93.00% |
07.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'167 CHF | 158'889 CHF | 97.75% | 97.75% |