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 | 1.63% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'077 CHF | 92'526 CHF | 88.96% | 88.96% |
19.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'400 CHF | 88'967 CHF | 95.05% | 95.05% |
18.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'121 CHF | 94'207 CHF | 94.46% | 94.46% |
15.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'185 CHF | 93'895 CHF | 93.35% | 93.35% |
14.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'926 CHF | 90'142 CHF | 97.50% | 97.50% |
13.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'713 CHF | 93'071 CHF | 98.71% | 98.71% |
12.11.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'452 CHF | 92'651 CHF | 95.25% | 95.25% |
11.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'644 CHF | 103'048 CHF | 95.40% | 95.40% |
08.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'356 CHF | 98'285 CHF | 96.48% | 96.48% |
07.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 308'121 CHF | 104'207 CHF | 97.35% | 97.35% |