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 | 1.45% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'629 CHF | 104'043 CHF | 99.17% | 99.17% |
19.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'867 CHF | 100'789 CHF | 99.16% | 99.16% |
18.11.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'229 CHF | 98'910 CHF | 99.24% | 99.24% |
15.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'742 CHF | 106'747 CHF | 99.26% | 99.26% |
14.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'192 CHF | 120'897 CHF | 97.70% | 97.70% |
13.11.2024 | 1.15% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'223 CHF | 130'908 CHF | 99.23% | 99.23% |
12.11.2024 | 1.05% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'612 CHF | 144'704 CHF | 94.63% | 97.00% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'598 CHF | 155'366 CHF | 19.72% | 98.88% |
08.11.2024 | 0.90% | 1.18 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'485 CHF | 167'995 CHF | 0.12% | 98.57% |
07.11.2024 | 0.86% | 1.17 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 518'026 CHF | 174'175 CHF | 15.52% | 98.54% |