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 | 2.00% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'520 CHF | 75'673 CHF | 88.20% | 88.20% |
19.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'030 CHF | 69'177 CHF | 88.27% | 88.27% |
18.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'307 CHF | 72'602 CHF | 89.49% | 89.49% |
15.11.2024 | 1.83% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'279 CHF | 82'593 CHF | 93.28% | 93.28% |
14.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'744 CHF | 83'748 CHF | 90.21% | 90.21% |
13.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'210 CHF | 82'903 CHF | 96.12% | 96.12% |
12.11.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'678 CHF | 88'059 CHF | 94.48% | 94.48% |
11.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'171 CHF | 101'890 CHF | 92.97% | 92.97% |
08.11.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'927 CHF | 89'809 CHF | 95.78% | 95.78% |
07.11.2024 | 1.61% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'354 CHF | 94'285 CHF | 95.08% | 95.08% |