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 | 1.08% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'187 CHF | 140'229 CHF | 99.38% | 99.38% |
19.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'789 CHF | 139'096 CHF | 99.37% | 99.37% |
18.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'665 CHF | 148'055 CHF | 99.38% | 99.38% |
15.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'149 CHF | 152'883 CHF | 99.36% | 99.36% |
14.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'547 CHF | 153'349 CHF | 99.38% | 99.38% |
13.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'553 CHF | 148'351 CHF | 99.37% | 99.37% |
12.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 478'569 CHF | 161'023 CHF | 99.14% | 99.14% |
11.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'717 CHF | 169'739 CHF | 99.37% | 99.37% |
08.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'397 CHF | 159'966 CHF | 99.38% | 99.38% |
07.11.2024 | 0.97% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'897 CHF | 156'132 CHF | 98.58% | 98.58% |