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 | 1.65% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'624 CHF | 91'708 CHF | 99.38% | 99.38% |
19.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'787 CHF | 87'429 CHF | 96.68% | 96.68% |
18.11.2024 | 1.42% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'797 CHF | 107'432 CHF | 97.57% | 97.57% |
15.11.2024 | 1.38% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'235 CHF | 109'912 CHF | 96.62% | 96.62% |
14.11.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'882 CHF | 106'461 CHF | 99.33% | 99.33% |
13.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'124 CHF | 106'208 CHF | 99.38% | 99.38% |
12.11.2024 | 1.40% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'966 CHF | 107'822 CHF | 99.37% | 99.37% |
11.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'090 CHF | 113'863 CHF | 99.33% | 99.33% |
08.11.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'659 CHF | 120'720 CHF | 99.29% | 99.29% |
07.11.2024 | 1.05% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 340'322 | 113'441 | 318'931 CHF | 107'445 CHF | 98.47% | 98.47% |