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% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'470 CHF | 99'990 CHF | 99.38% | 99.38% |
19.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'336 CHF | 97'279 CHF | 99.38% | 99.38% |
18.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'735 CHF | 100'078 CHF | 99.38% | 99.38% |
15.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'278 CHF | 106'593 CHF | 99.36% | 99.36% |
14.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'080 CHF | 107'527 CHF | 99.38% | 99.38% |
13.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'319 CHF | 102'273 CHF | 99.38% | 99.38% |
12.11.2024 | 1.40% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'207 CHF | 107'902 CHF | 99.14% | 99.14% |
11.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'102 CHF | 113'201 CHF | 99.38% | 99.38% |
08.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'430 CHF | 107'643 CHF | 99.37% | 99.37% |
07.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'788 CHF | 108'429 CHF | 98.58% | 98.58% |