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 | 1.39% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'667 CHF | 109'056 CHF | 99.13% | 99.13% |
19.11.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'661 CHF | 114'054 CHF | 96.35% | 96.35% |
18.11.2024 | 1.37% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'982 CHF | 110'494 CHF | 97.70% | 97.70% |
15.11.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'935 CHF | 98'478 CHF | 95.83% | 95.83% |
14.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'329 CHF | 100'610 CHF | 99.03% | 99.03% |
13.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'884 CHF | 95'795 CHF | 98.94% | 98.94% |
12.11.2024 | 1.56% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'912 CHF | 96'804 CHF | 99.34% | 99.34% |
11.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'777 CHF | 99'426 CHF | 98.30% | 98.30% |
08.11.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'484 CHF | 94'328 CHF | 98.16% | 98.16% |
07.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'280 CHF | 98'260 CHF | 98.62% | 98.62% |