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 | 1.02% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'041 CHF | 147'514 CHF | 99.38% | 99.38% |
19.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'162 CHF | 146'221 CHF | 99.38% | 99.38% |
18.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'231 CHF | 154'577 CHF | 99.38% | 99.38% |
15.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'908 CHF | 159'136 CHF | 99.35% | 99.35% |
14.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'827 CHF | 159'776 CHF | 99.37% | 99.37% |
13.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'449 CHF | 154'650 CHF | 99.37% | 99.37% |
12.11.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 494'875 CHF | 166'458 CHF | 99.14% | 99.14% |
11.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 520'818 CHF | 175'106 CHF | 99.38% | 99.38% |
08.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'087 CHF | 165'862 CHF | 99.38% | 99.38% |
07.11.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'340 CHF | 162'613 CHF | 98.58% | 98.58% |