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 | 1.15% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'959 CHF | 131'153 CHF | 99.38% | 99.38% |
19.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'907 CHF | 129'802 CHF | 99.38% | 99.38% |
18.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'708 CHF | 138'069 CHF | 99.37% | 99.37% |
15.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'554 CHF | 142'351 CHF | 99.36% | 99.36% |
14.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'412 CHF | 142'971 CHF | 99.37% | 99.37% |
13.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'314 CHF | 137'938 CHF | 99.37% | 99.37% |
12.11.2024 | 1.01% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'498 CHF | 149'666 CHF | 99.14% | 99.14% |
11.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'765 CHF | 158'088 CHF | 99.38% | 99.38% |
08.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'811 CHF | 149'104 CHF | 99.38% | 99.38% |
07.11.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'038 CHF | 145'513 CHF | 98.58% | 98.58% |