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 | 1.31% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'682 CHF | 115'394 CHF | 99.41% | 99.41% |
19.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'326 CHF | 119'942 CHF | 96.49% | 96.49% |
18.11.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'818 CHF | 116'773 CHF | 97.18% | 97.18% |
15.11.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'767 CHF | 105'422 CHF | 95.63% | 95.63% |
14.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'051 CHF | 107'184 CHF | 99.57% | 99.57% |
13.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'373 CHF | 102'624 CHF | 98.95% | 98.95% |
12.11.2024 | 1.46% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'336 CHF | 103'612 CHF | 99.32% | 99.32% |
11.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'650 CHF | 105'717 CHF | 98.30% | 98.30% |
08.11.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'408 CHF | 100'636 CHF | 98.16% | 98.16% |
07.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'834 CHF | 104'111 CHF | 98.65% | 98.65% |