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 | 1.26% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'305 CHF | 119'602 CHF | 99.56% | 99.56% |
19.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'373 CHF | 114'624 CHF | 96.27% | 96.27% |
18.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'275 CHF | 118'258 CHF | 96.19% | 96.19% |
15.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'922 CHF | 112'807 CHF | 96.49% | 96.49% |
14.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'968 CHF | 107'489 CHF | 99.30% | 99.30% |
13.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'886 CHF | 103'129 CHF | 98.82% | 98.82% |
12.11.2024 | 1.38% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'217 CHF | 109'572 CHF | 99.38% | 99.38% |
11.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'999 CHF | 121'833 CHF | 99.27% | 99.27% |
08.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'028 CHF | 117'843 CHF | 99.36% | 99.36% |
07.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'069 CHF | 122'523 CHF | 98.70% | 98.70% |