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 | 1.25% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 417'651 | 139'217 | 332'748 CHF | 112'308 CHF | 88.86% | 88.86% |
19.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 427'420 | 142'473 | 328'850 CHF | 111'042 CHF | 95.06% | 95.06% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 342'380 | 114'127 | 276'299 CHF | 93'241 CHF | 94.44% | 94.44% |
15.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 411'117 | 137'039 | 330'989 CHF | 111'700 CHF | 93.24% | 93.24% |
14.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'807 CHF | 118'436 CHF | 97.44% | 97.44% |
13.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 444'527 | 148'176 | 354'974 CHF | 119'806 CHF | 98.68% | 98.68% |
12.11.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'626 CHF | 121'042 CHF | 95.22% | 95.22% |
11.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'832 CHF | 87'944 CHF | 95.33% | 95.33% |
08.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 437'261 | 145'754 | 365'746 CHF | 123'373 CHF | 96.52% | 96.52% |
07.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 365'970 | 121'990 | 319'490 CHF | 107'717 CHF | 97.49% | 97.49% |