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 | 1.08% | 0.87 CHF | 0.88 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 415'345 CHF | 93'299 CHF | 99.17% | 99.17% |
19.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 393'885 CHF | 88'530 CHF | 99.16% | 99.16% |
18.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 392'544 CHF | 88'232 CHF | 99.23% | 99.23% |
15.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 418'510 CHF | 94'002 CHF | 99.17% | 99.17% |
14.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 431'736 CHF | 96'941 CHF | 99.16% | 99.16% |
13.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 398'329 CHF | 89'518 CHF | 99.16% | 99.16% |
12.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 424'110 CHF | 95'247 CHF | 99.16% | 99.16% |
11.11.2024 | 0.96% | 0.98 CHF | 0.99 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 467'099 CHF | 104'800 CHF | 99.16% | 99.16% |
08.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 435'446 CHF | 97'766 CHF | 99.17% | 99.17% |
07.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 424'997 CHF | 95'444 CHF | 98.26% | 98.26% |