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% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'832 CHF | 118'777 CHF | 99.36% | 99.36% |
19.11.2024 | 1.21% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'779 CHF | 125'093 CHF | 98.00% | 98.00% |
18.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'650 CHF | 136'050 CHF | 97.62% | 97.62% |
15.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'566 CHF | 134'022 CHF | 96.95% | 96.95% |
14.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'206 CHF | 102'235 CHF | 99.36% | 99.36% |
13.11.2024 | 1.30% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'128 CHF | 115'876 CHF | 94.74% | 94.74% |
12.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'487 CHF | 113'662 CHF | 96.73% | 96.73% |
11.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'306 CHF | 107'269 CHF | 99.35% | 99.35% |
08.11.2024 | 1.46% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'262 CHF | 103'254 CHF | 90.94% | 90.94% |
07.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'654 CHF | 115'718 CHF | 97.40% | 97.40% |