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 | 1.13% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'384 CHF | 133'961 CHF | 99.32% | 99.32% |
19.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'128 CHF | 139'209 CHF | 96.93% | 96.93% |
18.11.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 401'842 CHF | 135'447 CHF | 97.48% | 97.48% |
15.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'778 CHF | 122'759 CHF | 95.94% | 95.94% |
14.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'757 CHF | 125'086 CHF | 99.37% | 99.37% |
13.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'022 CHF | 119'841 CHF | 98.95% | 98.95% |
12.11.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'816 CHF | 120'772 CHF | 99.33% | 99.33% |
11.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'261 CHF | 123'587 CHF | 98.31% | 98.31% |
08.11.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'479 CHF | 117'993 CHF | 98.16% | 98.16% |
07.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'903 CHF | 121'801 CHF | 98.74% | 98.74% |