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 | 1.55% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'261 CHF | 97'254 CHF | 88.93% | 88.93% |
19.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'033 CHF | 93'844 CHF | 95.00% | 95.00% |
18.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'056 CHF | 98'852 CHF | 94.51% | 94.51% |
15.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'795 CHF | 98'432 CHF | 93.41% | 93.41% |
14.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'911 CHF | 94'804 CHF | 97.45% | 97.45% |
13.11.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'516 CHF | 97'672 CHF | 98.68% | 98.68% |
12.11.2024 | 1.55% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'047 CHF | 97'516 CHF | 95.23% | 95.23% |
11.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'548 CHF | 107'683 CHF | 95.55% | 95.55% |
08.11.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'423 CHF | 103'308 CHF | 96.52% | 96.52% |
07.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'245 CHF | 108'915 CHF | 97.55% | 97.55% |