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 | 1.20% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'764 CHF | 126'088 CHF | 99.38% | 99.38% |
19.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'173 CHF | 124'891 CHF | 99.38% | 99.38% |
18.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'771 CHF | 133'424 CHF | 99.37% | 99.37% |
15.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'143 CHF | 137'881 CHF | 99.36% | 99.36% |
14.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'626 CHF | 138'042 CHF | 99.38% | 99.38% |
13.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'061 CHF | 133'187 CHF | 99.37% | 99.37% |
12.11.2024 | 1.04% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'591 CHF | 145'030 CHF | 99.14% | 99.14% |
11.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'804 CHF | 153'435 CHF | 99.38% | 99.38% |
08.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'615 CHF | 144'372 CHF | 99.38% | 99.38% |
07.11.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'199 CHF | 140'900 CHF | 98.58% | 98.58% |