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 | 1.35% | 0.70 CHF | 0.71 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 221'499 CHF | 56'125 CHF | 99.16% | 99.16% |
19.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300'000 | 75'000 | 381'325 | 75'000 | 263'831 CHF | 52'726 CHF | 99.17% | 99.17% |
18.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 300'000 | 75'000 | 300'882 | 75'000 | 219'967 CHF | 55'585 CHF | 99.22% | 99.22% |
15.11.2024 | 1.40% | 0.66 CHF | 0.67 CHF | 450'000 | 75'000 | 327'024 | 75'000 | 231'784 CHF | 54'202 CHF | 99.16% | 99.16% |
14.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 226'399 CHF | 57'350 CHF | 99.15% | 99.15% |
13.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 300'000 | 75'000 | 301'058 | 75'000 | 224'606 CHF | 56'714 CHF | 99.16% | 99.16% |
12.11.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 245'923 CHF | 62'231 CHF | 99.16% | 99.16% |
11.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 264'816 CHF | 66'954 CHF | 99.17% | 99.17% |
08.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 241'042 CHF | 61'011 CHF | 99.16% | 99.16% |
07.11.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 244'453 CHF | 61'863 CHF | 98.19% | 98.19% |