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% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'902 CHF | 107'134 CHF | 98.88% | 98.88% |
19.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'632 CHF | 110'377 CHF | 98.87% | 98.87% |
18.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'471 CHF | 119'657 CHF | 96.52% | 96.52% |
15.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'430 CHF | 122'643 CHF | 99.37% | 99.37% |
14.11.2024 | 1.18% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'340 CHF | 127'947 CHF | 99.37% | 99.37% |
13.11.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'228 CHF | 122'576 CHF | 96.94% | 96.94% |
12.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'391 CHF | 121'964 CHF | 96.97% | 96.97% |
11.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'456 CHF | 113'652 CHF | 96.87% | 96.87% |
08.11.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'684 CHF | 106'395 CHF | 93.42% | 93.42% |
07.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'175 CHF | 108'225 CHF | 97.91% | 97.91% |