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% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'437 CHF | 102'312 CHF | 98.95% | 98.95% |
19.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'784 CHF | 100'761 CHF | 95.76% | 95.76% |
18.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'436 CHF | 127'312 CHF | 96.95% | 96.95% |
15.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'782 CHF | 136'427 CHF | 94.65% | 94.65% |
14.11.2024 | 1.02% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 439'119 CHF | 147'873 CHF | 98.29% | 98.29% |
13.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'087 CHF | 105'862 CHF | 98.26% | 98.26% |
12.11.2024 | 1.28% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'783 CHF | 118'094 CHF | 98.34% | 98.34% |
11.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'946 CHF | 133'815 CHF | 98.72% | 98.72% |
08.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'774 CHF | 127'091 CHF | 97.69% | 97.69% |
07.11.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'450 CHF | 133'317 CHF | 98.10% | 98.10% |