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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.38% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 216'055 CHF | 73'018 CHF | 99.55% | 99.55% |
20.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'761 CHF | 95'087 CHF | 99.24% | 99.24% |
19.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'122 CHF | 94'207 CHF | 99.09% | 99.09% |
18.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'492 CHF | 90'997 CHF | 99.36% | 99.36% |
15.11.2024 | 1.82% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'425 CHF | 83'308 CHF | 99.39% | 99.39% |
14.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'895 CHF | 81'465 CHF | 97.52% | 97.52% |
13.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'655 CHF | 78'052 CHF | 99.00% | 99.00% |
12.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'462 CHF | 78'321 CHF | 98.86% | 98.86% |
11.11.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'734 CHF | 82'411 CHF | 98.54% | 98.54% |
08.11.2024 | 2.16% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'790 CHF | 70'430 CHF | 99.22% | 99.22% |