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 | 1.44% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 532'582 | 177'527 | 365'332 CHF | 123'553 CHF | 88.19% | 88.19% |
19.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 591'998 | 197'333 | 385'659 CHF | 130'526 CHF | 88.25% | 88.25% |
18.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 584'849 | 194'950 | 390'991 CHF | 132'280 CHF | 89.48% | 89.48% |
15.11.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'767 CHF | 110'089 CHF | 93.32% | 93.32% |
14.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 328'422 CHF | 110'974 CHF | 90.56% | 90.56% |
13.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 451'808 | 150'603 | 327'721 CHF | 110'746 CHF | 96.34% | 96.34% |
12.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'086 CHF | 114'529 CHF | 94.49% | 94.49% |
11.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'627 CHF | 126'709 CHF | 92.97% | 92.97% |
08.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'434 CHF | 116'311 CHF | 95.78% | 95.78% |
07.11.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 458'078 | 152'693 | 360'326 CHF | 121'636 CHF | 95.15% | 95.15% |