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 | 1.32% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'032 CHF | 114'844 CHF | 99.27% | 99.27% |
19.11.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'827 CHF | 103'776 CHF | 88.73% | 88.73% |
18.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'345 CHF | 101'615 CHF | 97.57% | 97.57% |
15.11.2024 | 1.44% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'627 CHF | 104'709 CHF | 96.38% | 96.38% |
14.11.2024 | 1.26% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'606 CHF | 120'035 CHF | 99.26% | 99.26% |
13.11.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 330'652 | 110'217 | 277'717 CHF | 93'675 CHF | 99.23% | 99.23% |
12.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 385'960 | 128'653 | 318'225 CHF | 107'361 CHF | 99.26% | 99.26% |
11.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 443'673 | 147'891 | 352'918 CHF | 119'118 CHF | 98.00% | 98.00% |
08.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 395'250 | 131'750 | 321'904 CHF | 108'619 CHF | 99.19% | 99.19% |
07.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'342 CHF | 117'614 CHF | 98.50% | 98.50% |