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 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'975 CHF | 94'825 CHF | 99.37% | 99.37% |
19.11.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'875 CHF | 98'125 CHF | 99.27% | 99.27% |
18.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'113 CHF | 98'538 CHF | 99.23% | 99.23% |
15.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'833 CHF | 101'444 CHF | 99.35% | 99.35% |
14.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'317 CHF | 104'939 CHF | 97.75% | 97.75% |
13.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'172 CHF | 96'558 CHF | 99.33% | 99.33% |
12.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'986 CHF | 97'162 CHF | 99.38% | 99.38% |
11.11.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'170 CHF | 99'890 CHF | 99.35% | 99.35% |
08.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'571 CHF | 98'690 CHF | 99.36% | 99.36% |
07.11.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'822 CHF | 100'774 CHF | 98.56% | 98.56% |