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 | 1.66% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'388 CHF | 90'963 CHF | 99.36% | 99.36% |
19.11.2024 | 1.56% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'320 CHF | 97'273 CHF | 98.00% | 98.00% |
18.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'962 CHF | 107'821 CHF | 97.64% | 97.64% |
15.11.2024 | 1.43% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'226 CHF | 105'909 CHF | 96.95% | 96.95% |
14.11.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'616 CHF | 74'039 CHF | 99.36% | 99.36% |
13.11.2024 | 1.72% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'406 CHF | 87'969 CHF | 94.72% | 94.72% |
12.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'478 CHF | 85'659 CHF | 96.79% | 96.79% |
11.11.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'413 CHF | 79'304 CHF | 99.36% | 99.36% |
08.11.2024 | 2.01% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'921 CHF | 75'474 CHF | 90.99% | 90.99% |
07.11.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'394 CHF | 87'965 CHF | 97.40% | 97.40% |