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 | 1.70% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'711 CHF | 89'404 CHF | 99.25% | 99.25% |
19.11.2024 | 1.92% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'824 CHF | 78'775 CHF | 88.74% | 88.74% |
18.11.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'698 CHF | 76'066 CHF | 97.55% | 97.55% |
15.11.2024 | 1.92% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'993 CHF | 79'164 CHF | 96.45% | 96.45% |
14.11.2024 | 1.60% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 358'907 | 119'636 | 221'822 CHF | 75'137 CHF | 99.25% | 99.25% |
13.11.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 303'079 | 101'026 | 204'735 CHF | 69'255 CHF | 99.28% | 99.28% |
12.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'715 CHF | 66'905 CHF | 99.28% | 99.28% |
11.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 364'732 | 121'577 | 228'294 CHF | 77'314 CHF | 99.20% | 99.20% |
08.11.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 316'240 | 105'413 | 205'829 CHF | 69'664 CHF | 99.24% | 99.24% |
07.11.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'047 CHF | 92'849 CHF | 98.59% | 98.59% |