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 | 1.75% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'645 CHF | 57'549 CHF | 98.58% | 98.58% |
19.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 415'188 | 138'396 | 218'652 CHF | 74'268 CHF | 96.40% | 96.40% |
18.11.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 400'642 | 133'547 | 211'230 CHF | 71'746 CHF | 96.89% | 96.89% |
15.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 416'033 | 138'678 | 218'510 CHF | 74'223 CHF | 95.38% | 95.38% |
14.11.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 447'215 | 149'072 | 222'518 CHF | 75'664 CHF | 98.43% | 98.43% |
13.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'717 CHF | 76'072 CHF | 98.30% | 98.30% |
12.11.2024 | 1.83% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 349'000 | 116'333 | 188'751 CHF | 64'080 CHF | 98.94% | 98.94% |
11.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'004 CHF | 62'668 CHF | 97.88% | 97.88% |
08.11.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 427'427 | 142'476 | 225'765 CHF | 76'680 CHF | 98.85% | 98.85% |
07.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 393'614 | 131'205 | 207'776 CHF | 70'571 CHF | 98.27% | 98.27% |