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 | 1.65% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'805 CHF | 91'435 CHF | 98.75% | 98.75% |
19.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'293 CHF | 96'264 CHF | 99.19% | 99.19% |
18.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'349 CHF | 93'616 CHF | 96.20% | 96.20% |
15.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'411 CHF | 95'304 CHF | 99.20% | 99.20% |
14.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'537 CHF | 97'346 CHF | 98.43% | 98.43% |
13.11.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'837 CHF | 96'446 CHF | 96.73% | 96.73% |
12.11.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'064 CHF | 90'188 CHF | 96.66% | 96.66% |
11.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'215 CHF | 87'905 CHF | 98.80% | 98.80% |
08.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'313 CHF | 88'938 CHF | 99.06% | 99.06% |
07.11.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'552 CHF | 86'018 CHF | 98.65% | 98.65% |