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 | 1.54% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'801 CHF | 98'434 CHF | 97.91% | 97.91% |
19.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'379 CHF | 99'293 CHF | 98.70% | 98.70% |
18.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'784 CHF | 99'761 CHF | 99.15% | 99.15% |
15.11.2024 | 1.26% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'194 CHF | 119'565 CHF | 98.20% | 98.20% |
14.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'633 CHF | 127'711 CHF | 96.97% | 96.97% |
13.11.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'648 CHF | 135'716 CHF | 96.29% | 96.29% |
12.11.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 460'019 CHF | 154'840 CHF | 97.52% | 97.52% |
11.11.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 452'177 CHF | 152'226 CHF | 97.50% | 97.50% |
08.11.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'845 CHF | 153'782 CHF | 96.17% | 96.17% |
07.11.2024 | 1.11% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'738 CHF | 135'746 CHF | 96.83% | 96.83% |