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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'158 CHF | 133'219 CHF | 99.29% | 99.29% |
20.11.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'122 CHF | 144'541 CHF | 99.38% | 99.38% |
19.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'832 CHF | 143'444 CHF | 99.38% | 99.38% |
18.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'012 CHF | 152'171 CHF | 99.38% | 99.38% |
15.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'504 CHF | 156'668 CHF | 99.36% | 99.36% |
14.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'468 CHF | 156'989 CHF | 99.38% | 99.38% |
13.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'183 CHF | 151'894 CHF | 99.37% | 99.37% |
12.11.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'761 CHF | 164'087 CHF | 99.14% | 99.14% |
11.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'164 CHF | 172'555 CHF | 99.37% | 99.37% |
08.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 485'543 CHF | 163'348 CHF | 99.38% | 99.38% |