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 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'066 CHF | 124'189 CHF | 98.88% | 98.88% |
19.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'912 CHF | 127'804 CHF | 98.86% | 98.86% |
18.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'479 CHF | 137'326 CHF | 96.74% | 96.74% |
15.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'956 CHF | 139'819 CHF | 99.37% | 99.37% |
14.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'319 CHF | 145'273 CHF | 99.37% | 99.37% |
13.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'023 CHF | 139'841 CHF | 97.02% | 97.02% |
12.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'767 CHF | 139'089 CHF | 96.82% | 96.82% |
11.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'099 CHF | 130'866 CHF | 96.88% | 96.88% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'644 CHF | 123'381 CHF | 93.42% | 93.42% |
07.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'523 CHF | 125'674 CHF | 97.89% | 97.89% |