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 | 1.31% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'032 CHF | 115'511 CHF | 99.17% | 99.17% |
19.11.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'894 CHF | 114'131 CHF | 99.16% | 99.16% |
18.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'562 CHF | 105'354 CHF | 99.22% | 99.22% |
15.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'662 CHF | 105'721 CHF | 99.17% | 99.17% |
14.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'178 CHF | 105'559 CHF | 99.15% | 99.15% |
13.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'568 CHF | 101'356 CHF | 99.16% | 99.16% |
12.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'954 CHF | 106'485 CHF | 99.16% | 99.16% |
11.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'753 CHF | 102'418 CHF | 99.16% | 99.16% |
08.11.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'153 CHF | 94'218 CHF | 99.17% | 99.17% |
07.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'294 CHF | 93'265 CHF | 98.18% | 98.18% |