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 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'574 CHF | 154'358 CHF | 98.27% | 98.27% |
19.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'384 CHF | 151'628 CHF | 96.04% | 96.04% |
18.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'331 CHF | 153'610 CHF | 97.67% | 97.67% |
15.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'936 CHF | 155'812 CHF | 95.90% | 95.90% |
14.11.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 408'540 | 136'180 | 476'522 CHF | 160'203 CHF | 99.25% | 99.25% |
13.11.2024 | 0.86% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 420'573 | 140'191 | 484'395 CHF | 162'867 CHF | 98.76% | 98.76% |
12.11.2024 | 0.84% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 336'757 | 112'252 | 398'296 CHF | 133'888 CHF | 99.36% | 99.36% |
11.11.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 300'887 | 100'296 | 370'783 CHF | 124'597 CHF | 96.31% | 96.31% |
08.11.2024 | 0.94% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'547 CHF | 160'016 CHF | 96.75% | 96.75% |
07.11.2024 | 0.90% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'767 CHF | 166'756 CHF | 98.64% | 98.64% |