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 | 1.99% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'444 CHF | 76'315 CHF | 8.72% | 88.22% |
19.11.2024 | 2.04% | 0.54 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'969 CHF | 74'156 CHF | 6.00% | 85.70% |
18.11.2024 | 2.08% | 0.53 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'100 CHF | 72'867 CHF | 79.35% | 97.57% |
15.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'337 CHF | 74'279 CHF | 81.09% | 95.51% |
14.11.2024 | 2.12% | 0.50 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'752 CHF | 71'417 CHF | 82.60% | 99.24% |
13.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'888 CHF | 68'463 CHF | 99.22% | 99.22% |
12.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'681 CHF | 69'394 CHF | 97.71% | 97.71% |
11.11.2024 | 2.07% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'456 CHF | 73'319 CHF | 88.97% | 99.20% |
08.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'349 CHF | 77'950 CHF | 97.52% | 97.52% |
07.11.2024 | 2.20% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'958 CHF | 69'153 CHF | 95.90% | 95.90% |