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 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'902 CHF | 117'134 CHF | 98.74% | 98.74% |
19.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'296 CHF | 121'932 CHF | 99.18% | 99.18% |
18.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'486 CHF | 119'329 CHF | 96.32% | 96.32% |
15.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'819 CHF | 121'106 CHF | 99.20% | 99.20% |
14.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'800 CHF | 123'100 CHF | 98.43% | 98.43% |
13.11.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'071 CHF | 122'190 CHF | 96.76% | 96.76% |
12.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'316 CHF | 115'939 CHF | 96.65% | 96.65% |
11.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'568 CHF | 113'689 CHF | 98.80% | 98.80% |
08.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'930 CHF | 114'810 CHF | 99.06% | 99.06% |
07.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'266 CHF | 111'922 CHF | 98.63% | 98.63% |