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 | 1.63% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'983 CHF | 92'828 CHF | 88.22% | 88.22% |
19.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 456'413 | 152'138 | 260'614 CHF | 88'393 CHF | 88.28% | 88.28% |
18.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'328 CHF | 89'943 CHF | 89.47% | 89.47% |
15.11.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'576 CHF | 98'692 CHF | 93.31% | 93.31% |
14.11.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'309 CHF | 99'603 CHF | 90.25% | 90.25% |
13.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'447 CHF | 98'982 CHF | 96.16% | 96.16% |
12.11.2024 | 1.46% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'239 CHF | 103'246 CHF | 94.50% | 94.50% |
11.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'711 CHF | 116'070 CHF | 92.99% | 92.99% |
08.11.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'818 CHF | 105'106 CHF | 95.75% | 95.75% |
07.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'123 CHF | 108'874 CHF | 95.14% | 95.14% |