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 | 1.47% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'744 CHF | 103'081 CHF | 99.27% | 99.27% |
19.11.2024 | 1.61% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'641 CHF | 94'047 CHF | 88.76% | 88.76% |
18.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'764 CHF | 93'088 CHF | 97.51% | 97.51% |
15.11.2024 | 1.59% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'384 CHF | 94'961 CHF | 96.39% | 96.39% |
14.11.2024 | 1.41% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'774 CHF | 107'091 CHF | 99.26% | 99.26% |
13.11.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'296 CHF | 113'599 CHF | 99.22% | 99.22% |
12.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'684 CHF | 111'395 CHF | 99.27% | 99.27% |
11.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'484 CHF | 107'328 CHF | 99.24% | 99.24% |
08.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'784 CHF | 109'761 CHF | 99.17% | 99.17% |
07.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'774 CHF | 105'425 CHF | 98.60% | 98.60% |