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 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'771 CHF | 146'090 CHF | 97.59% | 97.59% |
19.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'360 CHF | 142'953 CHF | 96.57% | 96.57% |
18.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'896 CHF | 145'132 CHF | 97.21% | 97.21% |
15.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'173 CHF | 146'224 CHF | 95.10% | 95.10% |
14.11.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'514 CHF | 166'005 CHF | 99.05% | 99.05% |
13.11.2024 | 0.92% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'834 CHF | 164'111 CHF | 99.05% | 99.05% |
12.11.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'973 CHF | 168'158 CHF | 99.37% | 99.37% |
11.11.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'917 CHF | 174'806 CHF | 96.30% | 96.30% |
08.11.2024 | 1.01% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'675 CHF | 149'725 CHF | 96.75% | 96.75% |
07.11.2024 | 0.97% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'422 CHF | 155'974 CHF | 98.62% | 98.62% |