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 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'199 CHF | 156'233 CHF | 98.95% | 98.95% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'055 CHF | 159'518 CHF | 90.20% | 90.20% |
18.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'506 CHF | 146'002 CHF | 97.17% | 97.17% |
15.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'774 CHF | 141'425 CHF | 98.33% | 98.33% |
14.11.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 423'925 CHF | 142'808 CHF | 98.90% | 98.90% |
13.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'502 CHF | 148'667 CHF | 96.40% | 96.40% |
12.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'867 CHF | 132'789 CHF | 94.04% | 94.04% |
11.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'381 CHF | 148'960 CHF | 97.90% | 97.90% |
08.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'283 CHF | 163'928 CHF | 93.09% | 93.09% |
07.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'710 CHF | 160'404 CHF | 98.18% | 98.18% |