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 | 1.01% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 452'872 | 150'957 | 445'008 CHF | 149'845 CHF | 99.43% | 99.43% |
19.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 462'601 | 154'200 | 455'928 CHF | 153'518 CHF | 96.02% | 96.02% |
18.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 451'582 | 150'527 | 455'418 CHF | 153'311 CHF | 93.43% | 93.43% |
15.11.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'527 CHF | 146'676 CHF | 91.35% | 91.35% |
14.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 481'544 | 160'515 | 449'117 CHF | 151'311 CHF | 94.47% | 94.47% |
13.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 585'593 | 195'198 | 545'710 CHF | 183'855 CHF | 83.41% | 83.41% |
12.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 593'814 | 197'938 | 513'780 CHF | 173'239 CHF | 91.82% | 91.82% |
11.11.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 486'187 CHF | 164'062 CHF | 82.31% | 82.31% |
08.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 486'209 | 162'070 | 405'537 CHF | 136'800 CHF | 89.18% | 89.18% |
07.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'216 CHF | 127'572 CHF | 80.44% | 80.44% |