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 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'467 CHF | 100'989 CHF | 99.41% | 99.41% |
19.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'765 CHF | 104'088 CHF | 98.40% | 98.40% |
18.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'416 CHF | 104'639 CHF | 99.20% | 99.20% |
15.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'273 CHF | 107'591 CHF | 99.39% | 99.39% |
14.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'406 CHF | 110'969 CHF | 98.10% | 98.10% |
13.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'530 CHF | 102'677 CHF | 99.35% | 99.35% |
12.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'108 CHF | 102'536 CHF | 93.20% | 93.20% |
11.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'374 CHF | 104'958 CHF | 99.37% | 99.37% |
08.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'278 CHF | 103'593 CHF | 93.12% | 93.12% |
07.11.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 546'941 | 182'314 | 380'383 CHF | 128'617 CHF | 98.61% | 98.61% |