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 | 0.94% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 477'950 CHF | 160'817 CHF | 99.38% | 99.38% |
19.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'670 CHF | 148'390 CHF | 99.37% | 99.37% |
18.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'358 CHF | 152'286 CHF | 99.38% | 99.38% |
15.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'513 CHF | 155'338 CHF | 99.36% | 99.36% |
14.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 485'629 CHF | 163'376 CHF | 99.38% | 99.38% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 473'933 CHF | 159'478 CHF | 99.37% | 99.37% |
12.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'523 CHF | 158'341 CHF | 99.15% | 99.15% |
11.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'874 CHF | 166'791 CHF | 99.38% | 99.38% |
08.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'986 CHF | 156'829 CHF | 99.37% | 99.37% |
07.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'007 CHF | 156'836 CHF | 98.58% | 98.58% |