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 | 1.48% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'739 CHF | 102'413 CHF | 99.37% | 99.37% |
19.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'317 CHF | 105'272 CHF | 98.91% | 98.91% |
18.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'963 CHF | 115'821 CHF | 97.66% | 97.66% |
15.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'494 CHF | 114'331 CHF | 99.37% | 99.37% |
14.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'545 CHF | 108'682 CHF | 99.37% | 99.37% |
13.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'253 CHF | 107'584 CHF | 96.85% | 96.85% |
12.11.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'534 CHF | 112'678 CHF | 96.81% | 96.81% |
11.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 149'979 | 351'930 CHF | 118'794 CHF | 99.39% | 99.39% |
08.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'933 CHF | 109'478 CHF | 91.12% | 91.12% |
07.11.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'328 CHF | 115'609 CHF | 98.70% | 98.70% |