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 | 1.58% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'328 CHF | 95'943 CHF | 99.48% | 99.48% |
19.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'351 CHF | 91'284 CHF | 96.68% | 96.68% |
18.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'034 CHF | 94'511 CHF | 95.80% | 95.80% |
15.11.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'159 CHF | 89'220 CHF | 96.46% | 96.46% |
14.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'018 CHF | 84'173 CHF | 99.30% | 99.30% |
13.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'976 CHF | 79'825 CHF | 98.80% | 98.80% |
12.11.2024 | 1.77% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'946 CHF | 85'815 CHF | 99.38% | 99.38% |
11.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'409 CHF | 97'636 CHF | 99.27% | 99.27% |
08.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'948 CHF | 93'816 CHF | 99.35% | 99.35% |
07.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'703 CHF | 98'401 CHF | 98.75% | 98.75% |