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 | 1.19% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'675 CHF | 127'058 CHF | 98.78% | 98.78% |
19.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'823 CHF | 124'441 CHF | 96.61% | 96.61% |
18.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'376 CHF | 126'292 CHF | 97.66% | 97.66% |
15.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'636 CHF | 128'045 CHF | 95.66% | 95.66% |
14.11.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'900 CHF | 146'800 CHF | 99.29% | 99.29% |
13.11.2024 | 1.04% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'724 CHF | 145'742 CHF | 98.73% | 98.73% |
12.11.2024 | 1.01% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'217 CHF | 149'572 CHF | 99.33% | 99.33% |
11.11.2024 | 0.97% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'930 CHF | 156'143 CHF | 96.30% | 96.30% |
08.11.2024 | 1.14% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'735 CHF | 132'078 CHF | 96.76% | 96.76% |
07.11.2024 | 1.09% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'578 CHF | 138'026 CHF | 98.63% | 98.63% |