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 | 1.12% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'702 CHF | 135'067 CHF | 98.84% | 98.84% |
19.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'478 CHF | 141'993 CHF | 90.61% | 90.61% |
18.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'657 CHF | 147'052 CHF | 94.97% | 94.97% |
15.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'589 CHF | 148'030 CHF | 97.78% | 97.78% |
14.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'176 CHF | 146'559 CHF | 98.73% | 98.73% |
13.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'054 CHF | 152'518 CHF | 96.64% | 96.64% |
12.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'095 CHF | 126'532 CHF | 95.53% | 95.53% |
11.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'241 CHF | 130'914 CHF | 98.34% | 98.34% |
08.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'575 CHF | 123'692 CHF | 93.01% | 93.01% |
07.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'596 CHF | 123'365 CHF | 97.75% | 97.75% |