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 | 2.19% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'475 CHF | 69'325 CHF | 98.93% | 98.93% |
19.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'107 CHF | 67'869 CHF | 95.77% | 95.77% |
18.11.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'088 CHF | 92'863 CHF | 96.95% | 96.95% |
15.11.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'439 CHF | 101'980 CHF | 94.77% | 94.77% |
14.11.2024 | 1.33% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 336'220 CHF | 113'573 CHF | 98.56% | 98.56% |
13.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'592 CHF | 73'364 CHF | 98.29% | 98.29% |
12.11.2024 | 1.79% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'804 CHF | 84'768 CHF | 98.33% | 98.33% |
11.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'087 CHF | 99'862 CHF | 98.73% | 98.73% |
08.11.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'745 CHF | 93'415 CHF | 97.70% | 97.70% |
07.11.2024 | 1.52% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'272 CHF | 99'591 CHF | 98.15% | 98.15% |