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 | 2.55% | 0.38 CHF | 0.39 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 580'630 CHF | 59'563 CHF | 99.38% | 99.38% |
19.11.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 509'246 CHF | 52'425 CHF | 99.37% | 99.37% |
18.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 528'854 CHF | 54'385 CHF | 99.25% | 99.25% |
15.11.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 567'944 CHF | 58'294 CHF | 99.38% | 99.38% |
14.11.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 558'309 CHF | 57'331 CHF | 99.37% | 99.37% |
13.11.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 542'978 CHF | 55'798 CHF | 99.37% | 99.37% |
12.11.2024 | 2.56% | 0.35 CHF | 0.36 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 579'078 CHF | 59'408 CHF | 99.37% | 99.37% |
11.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 640'426 CHF | 65'543 CHF | 99.37% | 99.37% |
08.11.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 631'749 CHF | 64'675 CHF | 99.37% | 99.37% |
07.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 601'968 CHF | 61'697 CHF | 98.36% | 98.36% |