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% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'259 CHF | 102'253 CHF | 88.23% | 88.23% |
19.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'420 CHF | 95'307 CHF | 88.26% | 88.26% |
18.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'374 CHF | 98'958 CHF | 89.54% | 89.54% |
15.11.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'109 CHF | 109'536 CHF | 93.33% | 93.33% |
14.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'222 CHF | 110'574 CHF | 91.07% | 91.07% |
13.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'241 CHF | 109'580 CHF | 96.35% | 96.35% |
12.11.2024 | 1.31% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'151 CHF | 114'884 CHF | 94.51% | 94.51% |
11.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'680 CHF | 129'060 CHF | 92.94% | 92.94% |
08.11.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'388 CHF | 116'629 CHF | 95.71% | 95.71% |
07.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'008 CHF | 121'169 CHF | 95.13% | 95.13% |