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 | 1.62% | 0.58 CHF | 0.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 138'056 CHF | 46'769 CHF | 98.19% | 98.19% |
19.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 288'461 | 96'154 | 161'954 CHF | 54'946 CHF | 95.80% | 95.80% |
18.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 225'000 | 75'000 | 284'190 | 94'730 | 161'268 CHF | 54'703 CHF | 96.52% | 96.52% |
15.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 291'219 | 97'073 | 164'813 CHF | 55'908 CHF | 95.42% | 95.42% |
14.11.2024 | 1.89% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'926 CHF | 53'642 CHF | 98.42% | 98.42% |
13.11.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'290 CHF | 53'430 CHF | 98.22% | 98.22% |
12.11.2024 | 1.69% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 297'703 | 99'234 | 175'013 CHF | 59'330 CHF | 98.93% | 98.93% |
11.11.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 154'137 CHF | 52'129 CHF | 97.88% | 97.88% |
08.11.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'796 CHF | 57'932 CHF | 98.83% | 98.83% |
07.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 298'089 | 99'363 | 171'543 CHF | 58'175 CHF | 98.28% | 98.28% |