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 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'353 CHF | 117'618 CHF | 99.47% | 99.47% |
19.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'372 CHF | 119'291 CHF | 99.09% | 99.09% |
18.11.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'259 CHF | 115'920 CHF | 99.36% | 99.36% |
15.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'972 CHF | 118'157 CHF | 99.37% | 99.37% |
14.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'890 CHF | 122'797 CHF | 97.65% | 97.65% |
13.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 399'559 CHF | 134'686 CHF | 99.36% | 99.36% |
12.11.2024 | 1.18% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'599 CHF | 127'700 CHF | 99.00% | 99.00% |
11.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'551 CHF | 120'684 CHF | 99.37% | 99.37% |
08.11.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'568 CHF | 120'023 CHF | 99.14% | 99.14% |
07.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'173 CHF | 114'891 CHF | 98.59% | 98.59% |