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 | 1.69% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'417 CHF | 89'639 CHF | 99.37% | 99.37% |
19.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'302 CHF | 83'601 CHF | 99.37% | 99.37% |
18.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'110 CHF | 84'870 CHF | 99.25% | 99.25% |
15.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'371 CHF | 88'291 CHF | 99.38% | 99.38% |
14.11.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'676 CHF | 87'725 CHF | 99.37% | 99.37% |
13.11.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'116 CHF | 86'539 CHF | 99.37% | 99.37% |
12.11.2024 | 1.70% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'837 CHF | 89'112 CHF | 99.37% | 99.37% |
11.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'684 CHF | 95'062 CHF | 99.37% | 99.37% |
08.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'431 CHF | 91'977 CHF | 99.37% | 99.37% |
07.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'720 CHF | 89'407 CHF | 98.37% | 98.37% |