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 | 1.19% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'884 CHF | 127'128 CHF | 90.86% | 90.86% |
19.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'280 CHF | 127'594 CHF | 96.27% | 96.27% |
18.11.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'919 CHF | 122'806 CHF | 96.68% | 96.68% |
15.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'116 CHF | 123'872 CHF | 95.57% | 95.57% |
14.11.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'865 CHF | 132'455 CHF | 98.86% | 98.86% |
13.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'227 CHF | 136'242 CHF | 98.89% | 98.89% |
12.11.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'700 CHF | 124'067 CHF | 98.72% | 98.72% |
11.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'547 CHF | 119'682 CHF | 98.67% | 98.67% |
08.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'050 CHF | 122'850 CHF | 98.85% | 98.85% |
07.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'511 CHF | 125'004 CHF | 98.22% | 98.22% |