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 | 1.21% | 0.78 CHF | 0.79 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 369'443 CHF | 83'098 CHF | 99.17% | 99.17% |
19.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 350'441 CHF | 78'876 CHF | 99.16% | 99.16% |
18.11.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 350'217 CHF | 78'826 CHF | 99.22% | 99.22% |
15.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 373'170 CHF | 83'927 CHF | 99.17% | 99.17% |
14.11.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 386'135 CHF | 86'808 CHF | 99.16% | 99.16% |
13.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 354'655 CHF | 79'812 CHF | 99.16% | 99.16% |
12.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 376'656 CHF | 84'701 CHF | 99.16% | 99.16% |
11.11.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 415'748 CHF | 93'389 CHF | 99.16% | 99.16% |
08.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 390'869 CHF | 87'860 CHF | 99.16% | 99.16% |
07.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 383'707 CHF | 86'268 CHF | 98.27% | 98.27% |