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 | 1.51% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 296'567 CHF | 100'356 CHF | 99.44% | 99.44% |
19.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'773 CHF | 95'758 CHF | 96.75% | 96.75% |
18.11.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'797 CHF | 99'099 CHF | 96.06% | 96.06% |
15.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'369 CHF | 93'956 CHF | 96.54% | 96.54% |
14.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'912 CHF | 89'137 CHF | 99.31% | 99.31% |
13.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'651 CHF | 85'050 CHF | 98.94% | 98.94% |
12.11.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'672 CHF | 91'057 CHF | 99.37% | 99.37% |
11.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'136 CHF | 102'545 CHF | 99.27% | 99.27% |
08.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'258 CHF | 98'920 CHF | 99.35% | 99.35% |
07.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'506 CHF | 103'335 CHF | 98.62% | 98.62% |