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 | 1.41% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'880 CHF | 107'127 CHF | 98.94% | 98.94% |
19.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'800 CHF | 110'433 CHF | 90.22% | 90.22% |
18.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'629 CHF | 96'710 CHF | 96.39% | 96.39% |
15.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'632 CHF | 92'044 CHF | 98.33% | 98.33% |
14.11.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'925 CHF | 93'475 CHF | 98.91% | 98.91% |
13.11.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'602 CHF | 99'367 CHF | 96.57% | 96.57% |
12.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'956 CHF | 83'485 CHF | 93.93% | 93.93% |
11.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'230 CHF | 99'577 CHF | 97.90% | 97.90% |
08.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'876 CHF | 114'459 CHF | 93.10% | 93.10% |
07.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'749 CHF | 110'750 CHF | 98.21% | 98.21% |