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 | 1.49% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'141 CHF | 101'547 CHF | 93.51% | 93.51% |
19.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'285 CHF | 100'595 CHF | 96.06% | 96.06% |
18.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'206 CHF | 108'235 CHF | 97.76% | 97.76% |
15.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'059 CHF | 107'186 CHF | 93.39% | 93.39% |
14.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'079 CHF | 103'526 CHF | 95.48% | 95.48% |
13.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'668 CHF | 98'056 CHF | 97.71% | 97.71% |
12.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'918 CHF | 96'806 CHF | 96.57% | 96.57% |
11.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'450 CHF | 103'983 CHF | 93.57% | 93.57% |
08.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'393 CHF | 97'631 CHF | 95.71% | 95.71% |
07.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'766 CHF | 99'089 CHF | 96.18% | 96.18% |