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 | 1.02% | 0.96 CHF | 0.97 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 487'725 CHF | 147'817 CHF | 99.37% | 99.37% |
19.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 467'934 CHF | 141'880 CHF | 99.38% | 99.38% |
18.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 472'756 CHF | 143'327 CHF | 99.25% | 99.25% |
15.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 448'922 CHF | 136'177 CHF | 99.37% | 99.37% |
14.11.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 450'408 CHF | 136'622 CHF | 99.36% | 99.36% |
13.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 475'537 CHF | 144'161 CHF | 99.37% | 99.37% |
12.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 464'696 CHF | 140'909 CHF | 99.38% | 99.38% |
11.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 491'868 CHF | 149'060 CHF | 99.38% | 99.38% |
08.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 485'652 CHF | 147'196 CHF | 99.38% | 99.38% |
07.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 502'872 CHF | 152'362 CHF | 98.38% | 98.38% |