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 | 1.67% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'468 CHF | 90'656 CHF | 99.25% | 99.25% |
19.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'582 CHF | 90'027 CHF | 85.69% | 85.69% |
18.11.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'381 CHF | 86'960 CHF | 97.53% | 97.53% |
15.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'316 CHF | 86'939 CHF | 95.55% | 95.55% |
14.11.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'544 CHF | 84'682 CHF | 99.25% | 99.25% |
13.11.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'891 CHF | 81'464 CHF | 99.24% | 99.24% |
12.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'908 CHF | 82'136 CHF | 97.69% | 97.69% |
11.11.2024 | 1.77% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'809 CHF | 85'770 CHF | 99.25% | 99.25% |
08.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'182 CHF | 89'561 CHF | 97.52% | 97.52% |
07.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'483 CHF | 81'994 CHF | 95.92% | 95.92% |