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 | 0.89% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'695 CHF | 168'398 CHF | 99.36% | 99.36% |
19.11.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 514'590 CHF | 173'030 CHF | 96.96% | 96.96% |
18.11.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'339 CHF | 169'613 CHF | 97.52% | 97.52% |
15.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'264 CHF | 156'922 CHF | 95.67% | 95.67% |
14.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'909 CHF | 159'803 CHF | 99.28% | 99.28% |
13.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'664 CHF | 154'388 CHF | 98.73% | 98.73% |
12.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'284 CHF | 155'261 CHF | 99.33% | 99.33% |
11.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'151 CHF | 158'217 CHF | 98.30% | 98.30% |
08.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'360 CHF | 151'953 CHF | 98.16% | 98.16% |
07.11.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'453 CHF | 156'318 CHF | 98.74% | 98.74% |