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 | 1.63% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 297'535 | 99'178 | 181'658 CHF | 61'544 CHF | 99.37% | 99.37% |
19.11.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 293'875 | 97'958 | 179'928 CHF | 60'956 CHF | 99.37% | 99.37% |
18.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 225'000 | 75'000 | 253'983 | 84'661 | 158'829 CHF | 53'790 CHF | 99.22% | 99.22% |
15.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 152'182 CHF | 51'477 CHF | 99.37% | 99.37% |
14.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 155'521 CHF | 52'590 CHF | 99.38% | 99.38% |
13.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 153'999 CHF | 52'083 CHF | 99.37% | 99.37% |
12.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 159'757 CHF | 54'002 CHF | 99.37% | 99.37% |
11.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 169'540 CHF | 57'264 CHF | 99.37% | 99.37% |
08.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 167'049 CHF | 56'433 CHF | 99.38% | 99.38% |
07.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 170'632 CHF | 57'627 CHF | 99.28% | 99.28% |