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 | 1.62% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'867 CHF | 93'456 CHF | 99.37% | 99.37% |
19.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'084 CHF | 89'861 CHF | 99.38% | 99.38% |
18.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'977 CHF | 92'826 CHF | 99.38% | 99.38% |
15.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'539 CHF | 101'013 CHF | 99.36% | 99.36% |
14.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'646 CHF | 101'715 CHF | 99.38% | 99.38% |
13.11.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'704 CHF | 95'401 CHF | 99.38% | 99.38% |
12.11.2024 | 1.47% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'042 CHF | 102'847 CHF | 99.14% | 99.14% |
11.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'153 CHF | 108'884 CHF | 99.38% | 99.38% |
08.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'168 CHF | 102'556 CHF | 99.37% | 99.37% |
07.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'072 CHF | 102'524 CHF | 98.59% | 98.59% |