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 | 1.25% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'388 CHF | 120'629 CHF | 98.85% | 98.85% |
19.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'918 CHF | 114'139 CHF | 95.76% | 95.76% |
18.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'562 CHF | 123'687 CHF | 97.05% | 97.05% |
15.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'089 CHF | 121'530 CHF | 95.15% | 95.15% |
14.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'132 CHF | 115'544 CHF | 98.61% | 98.61% |
13.11.2024 | 1.34% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 451'704 | 150'568 | 334'389 CHF | 112'969 CHF | 98.42% | 98.42% |
12.11.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'745 CHF | 120'082 CHF | 98.94% | 98.94% |
11.11.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'431 CHF | 118'644 CHF | 98.91% | 98.91% |
08.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 451'279 | 150'426 | 325'953 CHF | 110'155 CHF | 97.31% | 97.31% |
07.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'412 CHF | 128'637 CHF | 98.16% | 98.16% |