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 | 2.35% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'519 CHF | 64'673 CHF | 98.75% | 98.75% |
19.11.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'014 CHF | 69'505 CHF | 99.19% | 99.19% |
18.11.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'753 CHF | 66'751 CHF | 96.27% | 96.27% |
15.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'634 CHF | 68'378 CHF | 99.20% | 99.20% |
14.11.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'822 CHF | 70'441 CHF | 98.43% | 98.43% |
13.11.2024 | 2.18% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'164 CHF | 69'555 CHF | 96.58% | 96.58% |
12.11.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'486 CHF | 63'329 CHF | 96.67% | 96.67% |
11.11.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'542 CHF | 61'014 CHF | 98.80% | 98.80% |
08.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'427 CHF | 61'976 CHF | 99.06% | 99.06% |
07.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'288 CHF | 58'929 CHF | 98.63% | 98.63% |