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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.69% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 651'012 CHF | 218'504 CHF | 93.05% | 95.00% |
22.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 599'145 CHF | 201'215 CHF | 99.12% | 99.12% |
20.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 951'272 CHF | 319'091 CHF | 15.09% | 97.45% |
19.11.2024 | 0.64% | 1.58 CHF | 1.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 939'719 CHF | 315'240 CHF | 64.08% | 98.37% |
18.11.2024 | 0.72% | 1.52 CHF | 1.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 830'006 CHF | 278'669 CHF | 70.65% | 98.31% |
15.11.2024 | 0.86% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 695'209 CHF | 233'736 CHF | 95.92% | 95.92% |
14.11.2024 | 0.78% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 764'078 CHF | 256'693 CHF | 96.68% | 96.68% |
13.11.2024 | 0.67% | 1.55 CHF | 1.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 889'043 CHF | 298'348 CHF | 77.94% | 97.70% |
12.11.2024 | 0.65% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 922'281 CHF | 309'427 CHF | 56.84% | 87.95% |
11.11.2024 | 0.71% | 1.55 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 842'860 CHF | 282'953 CHF | 5.20% | 97.77% |