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 | 2.72% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'348 CHF | 55'949 CHF | 99.36% | 99.36% |
19.11.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'540 CHF | 57'347 CHF | 99.31% | 99.31% |
18.11.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'398 CHF | 55'966 CHF | 99.38% | 99.38% |
15.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'349 CHF | 54'950 CHF | 99.39% | 99.39% |
14.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'911 CHF | 50'471 CHF | 98.00% | 98.00% |
13.11.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'553 CHF | 41'351 CHF | 99.37% | 99.37% |
12.11.2024 | 3.23% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'573 CHF | 47'358 CHF | 99.01% | 99.01% |
11.11.2024 | 2.72% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 447'752 | 149'251 | 162'491 CHF | 55'656 CHF | 99.36% | 99.36% |
08.11.2024 | 2.59% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'509 CHF | 58'670 CHF | 93.98% | 93.98% |
07.11.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'799 CHF | 66'433 CHF | 98.60% | 98.60% |