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 | 1.64% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'271 CHF | 92'257 CHF | 99.37% | 99.37% |
19.11.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'305 CHF | 85'935 CHF | 99.37% | 99.37% |
18.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'687 CHF | 87'729 CHF | 99.25% | 99.25% |
15.11.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'532 CHF | 91'011 CHF | 99.38% | 99.38% |
14.11.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'369 CHF | 89'956 CHF | 99.36% | 99.36% |
13.11.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'432 CHF | 88'311 CHF | 99.37% | 99.37% |
12.11.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'043 CHF | 91'514 CHF | 99.37% | 99.37% |
11.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'529 CHF | 97'343 CHF | 99.37% | 99.37% |
08.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'245 CHF | 94'915 CHF | 99.37% | 99.37% |
07.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'099 CHF | 91'533 CHF | 98.37% | 98.37% |