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 | 1.27% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'151 CHF | 118'884 CHF | 98.75% | 98.75% |
19.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'199 CHF | 113'900 CHF | 99.19% | 99.19% |
18.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'090 CHF | 117'197 CHF | 96.25% | 96.25% |
15.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'224 CHF | 116'241 CHF | 99.19% | 99.19% |
14.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'212 CHF | 113'904 CHF | 98.43% | 98.43% |
13.11.2024 | 1.31% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'264 CHF | 114'921 CHF | 96.58% | 96.58% |
12.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'656 CHF | 121'052 CHF | 96.53% | 96.53% |
11.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'710 CHF | 123'737 CHF | 98.80% | 98.80% |
08.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'192 CHF | 123'230 CHF | 99.06% | 99.06% |
07.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'516 CHF | 127'005 CHF | 98.65% | 98.65% |