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 | 1.16% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'387 CHF | 86'796 CHF | 92.54% | 92.54% |
19.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'036 CHF | 86'012 CHF | 96.44% | 96.44% |
18.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'506 | 100'169 | 274'141 CHF | 92'382 CHF | 97.43% | 97.43% |
15.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 313'015 | 104'338 | 283'585 CHF | 95'572 CHF | 93.52% | 93.52% |
14.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 372'370 | 124'123 | 324'570 CHF | 109'431 CHF | 95.67% | 95.67% |
13.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'220 CHF | 125'907 CHF | 97.69% | 97.69% |
12.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'248 CHF | 123'249 CHF | 96.57% | 96.57% |
11.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'046 CHF | 131'849 CHF | 93.57% | 93.57% |
08.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'293 CHF | 123'931 CHF | 95.68% | 95.68% |
07.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'017 CHF | 83'672 CHF | 96.18% | 96.18% |