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 | 1.79% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'970 CHF | 84'490 CHF | 92.50% | 92.50% |
19.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'652 CHF | 83'384 CHF | 96.19% | 96.19% |
18.11.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'876 CHF | 92'459 CHF | 97.54% | 97.54% |
15.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'157 CHF | 91'553 CHF | 93.66% | 93.66% |
14.11.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'874 CHF | 87'125 CHF | 95.71% | 95.71% |
13.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'443 CHF | 80'648 CHF | 97.69% | 97.69% |
12.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'029 CHF | 78'177 CHF | 96.44% | 96.44% |
11.11.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'801 CHF | 86'434 CHF | 93.57% | 93.57% |
08.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'208 CHF | 78'903 CHF | 95.69% | 95.69% |
07.11.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'780 CHF | 80'427 CHF | 96.18% | 96.18% |