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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.27% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'817 CHF | 79'272 CHF | 99.19% | 99.19% |
20.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'725 CHF | 105'408 CHF | 99.17% | 99.17% |
19.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'385 CHF | 103'962 CHF | 99.16% | 99.16% |
18.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'805 CHF | 100'102 CHF | 99.36% | 99.36% |
15.11.2024 | 1.63% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'444 CHF | 92'648 CHF | 99.39% | 99.39% |
14.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'916 CHF | 91'139 CHF | 97.42% | 97.42% |
13.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'408 CHF | 87'303 CHF | 98.99% | 98.99% |
12.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'294 CHF | 88'598 CHF | 92.63% | 92.63% |
11.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'785 CHF | 93'095 CHF | 98.54% | 98.54% |
08.11.2024 | 1.90% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'207 CHF | 79'902 CHF | 93.13% | 93.13% |