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 | 1.29% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'757 CHF | 117'086 CHF | 96.50% | 96.50% |
19.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'965 CHF | 114'155 CHF | 95.85% | 95.85% |
18.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'226 CHF | 111'242 CHF | 92.53% | 92.53% |
15.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'407 CHF | 108'302 CHF | 94.01% | 94.01% |
14.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'033 CHF | 110'178 CHF | 98.64% | 98.64% |
13.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'611 CHF | 118'037 CHF | 95.14% | 95.14% |
12.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'701 CHF | 113'067 CHF | 98.90% | 98.90% |
11.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'963 CHF | 108'154 CHF | 92.91% | 92.91% |
08.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'938 CHF | 110'146 CHF | 97.07% | 97.07% |
07.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'274 CHF | 109'591 CHF | 98.61% | 98.61% |