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 | 1.95% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'855 CHF | 77'785 CHF | 99.36% | 99.36% |
19.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'749 CHF | 79'750 CHF | 99.31% | 99.31% |
18.11.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'796 CHF | 78'432 CHF | 99.38% | 99.38% |
15.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'435 CHF | 77'312 CHF | 99.38% | 99.38% |
14.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'312 CHF | 72'271 CHF | 98.02% | 98.02% |
13.11.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'669 CHF | 41'890 CHF | 99.37% | 99.37% |
12.11.2024 | 2.15% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'256 CHF | 47'085 CHF | 97.59% | 97.59% |
11.11.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'412 CHF | 53'137 CHF | 99.37% | 99.37% |
08.11.2024 | 1.85% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'176 CHF | 54'725 CHF | 98.85% | 98.85% |
07.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'281 CHF | 60'094 CHF | 98.60% | 98.60% |