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 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'468 CHF | 122'323 CHF | 98.85% | 98.85% |
19.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'093 CHF | 119'531 CHF | 96.32% | 96.32% |
18.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'974 CHF | 121'491 CHF | 97.31% | 97.31% |
15.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'409 CHF | 122'303 CHF | 95.50% | 95.50% |
14.11.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'830 CHF | 140'110 CHF | 99.43% | 99.43% |
13.11.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 410'800 CHF | 138'433 CHF | 99.05% | 99.05% |
12.11.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 421'992 CHF | 142'164 CHF | 99.33% | 99.33% |
11.11.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'376 CHF | 148'292 CHF | 96.28% | 96.28% |
08.11.2024 | 1.20% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'873 CHF | 125'458 CHF | 96.75% | 96.75% |
07.11.2024 | 1.15% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'484 CHF | 130'995 CHF | 98.64% | 98.64% |