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 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'059 CHF | 128'520 CHF | 98.92% | 98.92% |
19.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'148 CHF | 124'883 CHF | 88.74% | 88.74% |
18.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'685 CHF | 118'395 CHF | 96.52% | 96.52% |
15.11.2024 | 1.34% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'869 CHF | 112'790 CHF | 91.64% | 91.64% |
14.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'818 CHF | 104'106 CHF | 99.31% | 99.31% |
13.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'588 CHF | 105'029 CHF | 98.68% | 98.68% |
12.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'276 CHF | 97'592 CHF | 99.33% | 99.33% |
11.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'063 CHF | 89'188 CHF | 99.34% | 99.34% |
08.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 266'283 CHF | 90'261 CHF | 98.12% | 98.12% |
07.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'229 CHF | 81'577 CHF | 98.55% | 98.55% |