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 | 1.40% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'800 CHF | 108'100 CHF | 98.85% | 98.85% |
19.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'580 CHF | 101'027 CHF | 90.60% | 90.60% |
18.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'249 CHF | 96'916 CHF | 95.07% | 95.07% |
15.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'292 CHF | 96'597 CHF | 97.78% | 97.78% |
14.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'674 CHF | 97'725 CHF | 98.73% | 98.73% |
13.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'241 CHF | 91'914 CHF | 96.44% | 96.44% |
12.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'949 CHF | 117'816 CHF | 95.57% | 95.57% |
11.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'835 CHF | 113'778 CHF | 98.35% | 98.35% |
08.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'443 CHF | 121'648 CHF | 93.00% | 93.00% |
07.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'272 CHF | 122'924 CHF | 97.76% | 97.76% |