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 | 1.37% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'112 CHF | 110'537 CHF | 98.86% | 98.86% |
19.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'782 CHF | 103'094 CHF | 95.75% | 95.75% |
18.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'544 CHF | 113'681 CHF | 97.04% | 97.04% |
15.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'362 CHF | 110'621 CHF | 94.47% | 94.47% |
14.11.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'273 CHF | 104'258 CHF | 98.80% | 98.80% |
13.11.2024 | 1.50% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'868 CHF | 100'789 CHF | 98.28% | 98.28% |
12.11.2024 | 1.38% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'762 CHF | 109'421 CHF | 98.94% | 98.94% |
11.11.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'682 CHF | 108'061 CHF | 98.92% | 98.92% |
08.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'122 CHF | 97'874 CHF | 97.32% | 97.32% |
07.11.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'123 CHF | 117'874 CHF | 98.16% | 98.16% |