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 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'070 CHF | 86'523 CHF | 98.88% | 98.88% |
19.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'555 CHF | 90'018 CHF | 98.87% | 98.87% |
18.11.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'059 CHF | 99'187 CHF | 96.69% | 96.69% |
15.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'486 CHF | 101'995 CHF | 99.37% | 99.37% |
14.11.2024 | 1.41% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'276 CHF | 107'259 CHF | 99.37% | 99.37% |
13.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'141 CHF | 101'880 CHF | 96.95% | 96.95% |
12.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'801 CHF | 101'434 CHF | 96.96% | 96.96% |
11.11.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'535 CHF | 93'345 CHF | 96.88% | 96.88% |
08.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'672 CHF | 86'057 CHF | 93.42% | 93.42% |
07.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'396 CHF | 88'299 CHF | 97.89% | 97.89% |