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 | 1.86% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'456 CHF | 81'319 CHF | 98.95% | 98.95% |
19.11.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'061 CHF | 79'187 CHF | 98.94% | 98.94% |
18.11.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'309 CHF | 77'270 CHF | 98.84% | 98.84% |
15.11.2024 | 1.79% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'576 CHF | 84'692 CHF | 99.25% | 99.25% |
14.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'699 CHF | 98'066 CHF | 97.73% | 97.73% |
13.11.2024 | 1.40% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'988 CHF | 107'829 CHF | 99.26% | 99.26% |
12.11.2024 | 1.25% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'848 CHF | 121'116 CHF | 99.24% | 99.24% |
11.11.2024 | 1.06% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'452 CHF | 142'317 CHF | 99.30% | 99.30% |
08.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'723 CHF | 151'074 CHF | 98.56% | 98.56% |
07.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'323 CHF | 153'608 CHF | 98.50% | 98.50% |