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 | 1.30% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'067 CHF | 116'189 CHF | 88.19% | 88.19% |
19.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'062 CHF | 109'854 CHF | 88.26% | 88.26% |
18.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'730 CHF | 113'077 CHF | 89.46% | 89.46% |
15.11.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'100 CHF | 122'533 CHF | 93.36% | 93.36% |
14.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'679 CHF | 123'393 CHF | 90.82% | 90.82% |
13.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'391 CHF | 122'630 CHF | 96.36% | 96.36% |
12.11.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'186 CHF | 127'229 CHF | 94.53% | 94.53% |
11.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'046 CHF | 140'849 CHF | 92.97% | 92.97% |
08.11.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'253 CHF | 129'251 CHF | 95.76% | 95.76% |
07.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'260 CHF | 132'587 CHF | 95.18% | 95.18% |