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 | 1.77% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'749 CHF | 85'750 CHF | 99.27% | 99.27% |
19.11.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'831 CHF | 76'444 CHF | 88.72% | 88.72% |
18.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'191 CHF | 74'897 CHF | 97.51% | 97.51% |
15.11.2024 | 1.96% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'982 CHF | 77'494 CHF | 96.56% | 96.56% |
14.11.2024 | 1.68% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'377 CHF | 90'292 CHF | 99.30% | 99.30% |
13.11.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'498 CHF | 96'999 CHF | 99.23% | 99.23% |
12.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'679 CHF | 95'060 CHF | 99.27% | 99.27% |
11.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'499 CHF | 91'000 CHF | 99.20% | 99.20% |
08.11.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'384 CHF | 93'961 CHF | 99.23% | 99.23% |
07.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'668 CHF | 88'723 CHF | 98.65% | 98.65% |