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 | 1.57% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'772 CHF | 96'424 CHF | 99.37% | 99.37% |
19.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'730 CHF | 88'743 CHF | 99.37% | 99.37% |
18.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'582 CHF | 91'027 CHF | 99.25% | 99.25% |
15.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'817 CHF | 95'106 CHF | 99.38% | 99.38% |
14.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'059 CHF | 93'520 CHF | 99.37% | 99.37% |
13.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'120 CHF | 92'207 CHF | 99.37% | 99.37% |
12.11.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'280 CHF | 95'593 CHF | 99.38% | 99.38% |
11.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'130 CHF | 102'210 CHF | 99.37% | 99.37% |
08.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'391 CHF | 100'964 CHF | 99.37% | 99.37% |
07.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'193 CHF | 97'564 CHF | 98.36% | 98.36% |