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 | 1.60% | 0.59 CHF | 0.60 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 279'618 CHF | 63'137 CHF | 99.16% | 99.16% |
19.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 263'505 CHF | 59'557 CHF | 99.17% | 99.17% |
18.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 278'063 CHF | 62'792 CHF | 99.22% | 99.22% |
15.11.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 269'040 CHF | 60'787 CHF | 99.16% | 99.16% |
14.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 282'877 CHF | 63'861 CHF | 99.15% | 99.15% |
13.11.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 278'586 CHF | 62'908 CHF | 99.17% | 99.17% |
12.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 306'811 CHF | 69'180 CHF | 99.15% | 99.15% |
11.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 331'430 CHF | 74'651 CHF | 99.16% | 99.16% |
08.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 301'583 CHF | 68'018 CHF | 99.16% | 99.16% |
07.11.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 306'041 CHF | 69'009 CHF | 98.19% | 98.19% |