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 | 1.90% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'376 CHF | 79'959 CHF | 98.94% | 98.94% |
19.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'570 CHF | 79'023 CHF | 95.77% | 95.77% |
18.11.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'996 CHF | 101'499 CHF | 97.00% | 97.00% |
15.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'056 CHF | 109'519 CHF | 94.95% | 94.95% |
14.11.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'371 CHF | 120'624 CHF | 98.40% | 98.40% |
13.11.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'218 CHF | 83'239 CHF | 98.30% | 98.30% |
12.11.2024 | 1.62% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'620 CHF | 93'373 CHF | 98.39% | 98.39% |
11.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'469 CHF | 107'323 CHF | 98.73% | 98.73% |
08.11.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'811 CHF | 101'770 CHF | 97.69% | 97.69% |
07.11.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'042 CHF | 107'181 CHF | 98.16% | 98.16% |