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 | 0.91% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 491'119 CHF | 165'206 CHF | 99.35% | 99.35% |
19.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'017 CHF | 169'839 CHF | 96.38% | 96.38% |
18.11.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'412 CHF | 166'637 CHF | 97.40% | 97.40% |
15.11.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'418 CHF | 153'973 CHF | 96.13% | 96.13% |
14.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'668 CHF | 156'389 CHF | 99.89% | 99.89% |
13.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'467 CHF | 150'989 CHF | 98.72% | 98.72% |
12.11.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'050 CHF | 151'850 CHF | 99.36% | 99.36% |
11.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'593 CHF | 154'364 CHF | 98.30% | 98.30% |
08.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'726 CHF | 148'742 CHF | 98.16% | 98.16% |
07.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'037 CHF | 153'179 CHF | 98.63% | 98.63% |