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 | 1.01% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'199 CHF | 148'900 CHF | 98.91% | 98.91% |
19.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'191 CHF | 149'230 CHF | 96.50% | 96.50% |
18.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'684 CHF | 152'728 CHF | 93.88% | 93.88% |
15.11.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'270 CHF | 146'590 CHF | 90.90% | 90.90% |
14.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'302 CHF | 141'267 CHF | 94.02% | 94.02% |
13.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'958 CHF | 141'153 CHF | 83.34% | 83.34% |
12.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 451'997 | 150'666 | 390'875 CHF | 131'798 CHF | 91.88% | 91.88% |
11.11.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'219 CHF | 122'906 CHF | 82.30% | 82.30% |
08.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 462'022 | 154'007 | 385'351 CHF | 129'990 CHF | 89.20% | 89.20% |
07.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'093 CHF | 127'531 CHF | 80.44% | 80.44% |