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 | 3.03% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'704 CHF | 50'401 CHF | 88.20% | 88.20% |
19.11.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 486'051 | 162'017 | 140'063 CHF | 48'308 CHF | 88.27% | 88.27% |
18.11.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'493 CHF | 47'664 CHF | 89.51% | 89.51% |
15.11.2024 | 2.68% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'662 CHF | 56'721 CHF | 93.37% | 93.37% |
14.11.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'726 CHF | 57'742 CHF | 90.02% | 90.02% |
13.11.2024 | 2.66% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'493 CHF | 57'331 CHF | 96.34% | 96.34% |
12.11.2024 | 2.45% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'740 CHF | 62'080 CHF | 94.51% | 94.51% |
11.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'840 CHF | 75'113 CHF | 92.94% | 92.94% |
08.11.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'525 CHF | 64'008 CHF | 95.75% | 95.75% |
07.11.2024 | 2.24% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'344 CHF | 68'281 CHF | 95.13% | 95.13% |