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 | 1.57% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'139 CHF | 96'213 CHF | 93.08% | 93.08% |
19.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'838 CHF | 95'446 CHF | 96.91% | 96.91% |
18.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'830 CHF | 103'443 CHF | 98.01% | 98.01% |
15.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'786 CHF | 102'429 CHF | 93.78% | 93.78% |
14.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'625 CHF | 98'708 CHF | 95.58% | 95.58% |
13.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'935 CHF | 93'145 CHF | 97.83% | 97.83% |
12.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'371 CHF | 91'624 CHF | 96.79% | 96.79% |
11.11.2024 | 1.53% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'664 CHF | 99'055 CHF | 93.44% | 93.44% |
08.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'992 CHF | 92'497 CHF | 96.41% | 96.41% |
07.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'633 CHF | 94'045 CHF | 96.05% | 96.05% |