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 | 1.51% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 319'259 | 106'420 | 210'061 CHF | 71'085 CHF | 98.79% | 98.79% |
19.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 443'916 | 147'972 | 275'170 CHF | 93'203 CHF | 96.62% | 96.62% |
18.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'551 CHF | 94'350 CHF | 96.68% | 96.68% |
15.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 443'204 | 147'735 | 272'421 CHF | 92'285 CHF | 95.45% | 95.45% |
14.11.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'719 CHF | 88'740 CHF | 98.42% | 98.42% |
13.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'221 CHF | 88'574 CHF | 98.16% | 98.16% |
12.11.2024 | 1.59% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 413'148 | 137'716 | 258'102 CHF | 87'411 CHF | 98.94% | 98.94% |
11.11.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'534 CHF | 70'845 CHF | 97.87% | 97.87% |
08.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 447'141 | 149'047 | 274'277 CHF | 92'916 CHF | 98.84% | 98.84% |
07.11.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 415'876 | 138'625 | 255'098 CHF | 86'419 CHF | 98.22% | 98.22% |