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 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'455 CHF | 128'652 CHF | 98.08% | 98.08% |
19.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'341 CHF | 124'947 CHF | 88.80% | 88.80% |
18.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'979 CHF | 118'493 CHF | 97.23% | 97.23% |
15.11.2024 | 1.34% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'464 CHF | 112'988 CHF | 91.40% | 91.40% |
14.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'851 CHF | 104'117 CHF | 99.29% | 99.29% |
13.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'145 CHF | 105'215 CHF | 98.93% | 98.93% |
12.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'185 CHF | 97'562 CHF | 99.31% | 99.31% |
11.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'673 CHF | 89'058 CHF | 99.33% | 99.33% |
08.11.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'695 CHF | 90'398 CHF | 98.13% | 98.13% |
07.11.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'618 CHF | 81'706 CHF | 98.62% | 98.62% |