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% | 0.68 CHF | 0.69 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 304'763 CHF | 51'544 CHF | 99.38% | 99.38% |
19.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 313'278 CHF | 52'963 CHF | 99.38% | 99.38% |
18.11.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 311'771 CHF | 52'712 CHF | 99.23% | 99.23% |
15.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 304'447 CHF | 51'491 CHF | 99.37% | 99.37% |
14.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 295'620 CHF | 50'020 CHF | 99.37% | 99.37% |
13.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 291'298 CHF | 49'300 CHF | 99.38% | 99.38% |
12.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 287'403 CHF | 48'651 CHF | 99.37% | 99.37% |
11.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 276'605 CHF | 46'851 CHF | 99.37% | 99.37% |
08.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 277'923 CHF | 47'071 CHF | 99.37% | 99.37% |
07.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 268'500 CHF | 45'500 CHF | 99.30% | 99.30% |