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 | 1.30% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'215 CHF | 115'905 CHF | 99.49% | 99.49% |
19.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'804 CHF | 110'768 CHF | 96.73% | 96.73% |
18.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'764 CHF | 114'421 CHF | 96.72% | 96.72% |
15.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'170 CHF | 108'890 CHF | 96.51% | 96.51% |
14.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'592 CHF | 103'364 CHF | 99.26% | 99.26% |
13.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'394 CHF | 98'631 CHF | 98.78% | 98.78% |
12.11.2024 | 1.44% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'997 CHF | 105'166 CHF | 99.38% | 99.38% |
11.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'779 CHF | 117'760 CHF | 99.26% | 99.26% |
08.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'419 CHF | 113'640 CHF | 99.36% | 99.36% |
07.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'798 CHF | 118'433 CHF | 98.70% | 98.70% |