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 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'644 CHF | 96'048 CHF | 98.94% | 98.94% |
19.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'419 CHF | 92'640 CHF | 90.21% | 90.21% |
18.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'550 CHF | 107'017 CHF | 96.48% | 96.48% |
15.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'554 CHF | 112'351 CHF | 98.34% | 98.34% |
14.11.2024 | 1.37% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'542 CHF | 110'681 CHF | 98.90% | 98.90% |
13.11.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'211 CHF | 104'904 CHF | 96.41% | 96.41% |
12.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'587 CHF | 120'696 CHF | 94.04% | 94.04% |
11.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'419 CHF | 104'973 CHF | 97.90% | 97.90% |
08.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'644 CHF | 90'715 CHF | 93.09% | 93.09% |
07.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'841 CHF | 95'114 CHF | 98.20% | 98.20% |