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 | 1.14% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'271 CHF | 132'590 CHF | 98.77% | 98.77% |
19.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'129 CHF | 139'543 CHF | 90.56% | 90.56% |
18.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'920 CHF | 144'473 CHF | 94.78% | 94.78% |
15.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'286 CHF | 145'595 CHF | 97.72% | 97.72% |
14.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'930 CHF | 144'143 CHF | 98.65% | 98.65% |
13.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'534 CHF | 150'011 CHF | 96.45% | 96.45% |
12.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'380 CHF | 123'960 CHF | 95.64% | 95.64% |
11.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'965 CHF | 128'488 CHF | 98.28% | 98.28% |
08.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'423 CHF | 121'308 CHF | 92.95% | 92.95% |
07.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'514 CHF | 121'005 CHF | 97.75% | 97.75% |