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 | 1.31% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'541 CHF | 115'014 CHF | 99.33% | 99.33% |
19.11.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'870 CHF | 118'790 CHF | 99.07% | 99.07% |
18.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'090 CHF | 118'530 CHF | 99.52% | 99.52% |
15.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'030 CHF | 121'843 CHF | 99.37% | 99.37% |
14.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'233 CHF | 125'244 CHF | 97.70% | 97.70% |
13.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'501 CHF | 116'667 CHF | 99.35% | 99.35% |
12.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'156 CHF | 117'219 CHF | 99.31% | 99.31% |
11.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'991 CHF | 119'830 CHF | 99.41% | 99.41% |
08.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'907 CHF | 118'469 CHF | 99.37% | 99.37% |
07.11.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'555 CHF | 120'685 CHF | 98.58% | 98.58% |