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 | 1.26% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 565'141 | 188'380 | 443'955 CHF | 149'869 CHF | 97.65% | 97.65% |
19.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 524'798 | 174'933 | 426'674 CHF | 143'974 CHF | 94.75% | 94.75% |
18.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 476'455 | 158'818 | 404'854 CHF | 136'539 CHF | 96.23% | 96.23% |
15.11.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 532'434 | 177'478 | 448'771 CHF | 151'365 CHF | 96.43% | 96.43% |
14.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 526'570 | 175'523 | 440'772 CHF | 148'679 CHF | 97.15% | 97.15% |
13.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 565'759 | 188'586 | 481'232 CHF | 162'297 CHF | 97.82% | 97.82% |
12.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 497'017 | 165'672 | 441'953 CHF | 148'974 CHF | 98.37% | 98.37% |
11.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 516'535 | 172'178 | 468'996 CHF | 158'054 CHF | 98.11% | 98.11% |
08.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 466'742 | 155'581 | 444'659 CHF | 149'776 CHF | 97.78% | 97.78% |
07.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 586'026 CHF | 197'342 CHF | 98.05% | 98.05% |