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 | 1.24% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'919 CHF | 121'806 CHF | 99.38% | 99.38% |
19.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'820 CHF | 120'773 CHF | 99.38% | 99.38% |
18.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'216 CHF | 129'572 CHF | 99.37% | 99.37% |
15.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'498 CHF | 134'333 CHF | 99.35% | 99.35% |
14.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 399'994 CHF | 134'831 CHF | 99.37% | 99.37% |
13.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'184 CHF | 129'561 CHF | 99.37% | 99.37% |
12.11.2024 | 1.06% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'013 CHF | 142'171 CHF | 99.14% | 99.14% |
11.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'956 CHF | 151'152 CHF | 99.38% | 99.38% |
08.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'272 CHF | 141'257 CHF | 99.38% | 99.38% |
07.11.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 408'973 CHF | 137'824 CHF | 98.58% | 98.58% |