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 | 1.70% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'355 CHF | 88'952 CHF | 99.38% | 99.38% |
19.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'237 CHF | 85'912 CHF | 99.38% | 99.38% |
18.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'387 CHF | 88'962 CHF | 99.38% | 99.38% |
15.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'452 CHF | 95'984 CHF | 99.36% | 99.36% |
14.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'198 CHF | 96'899 CHF | 99.38% | 99.38% |
13.11.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'944 CHF | 91'481 CHF | 99.38% | 99.38% |
12.11.2024 | 1.55% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'635 CHF | 97'378 CHF | 99.14% | 99.14% |
11.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'752 CHF | 102'751 CHF | 99.38% | 99.38% |
08.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'828 CHF | 97'109 CHF | 99.37% | 99.37% |
07.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'452 CHF | 97'984 CHF | 98.59% | 98.59% |