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 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'750 CHF | 98'083 CHF | 99.38% | 99.38% |
19.11.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'372 CHF | 94'624 CHF | 96.69% | 96.69% |
18.11.2024 | 1.36% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'515 CHF | 112'005 CHF | 97.56% | 97.56% |
15.11.2024 | 1.32% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'772 CHF | 114'424 CHF | 96.49% | 96.49% |
14.11.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'285 CHF | 110'928 CHF | 99.37% | 99.37% |
13.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'640 CHF | 110'713 CHF | 99.37% | 99.37% |
12.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'289 CHF | 111'930 CHF | 99.36% | 99.36% |
11.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'026 CHF | 117'175 CHF | 99.32% | 99.32% |
08.11.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'258 CHF | 123'586 CHF | 99.32% | 99.32% |
07.11.2024 | 1.05% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'824 CHF | 143'775 CHF | 98.48% | 98.48% |