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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 110'144 CHF | 37'465 CHF | 99.29% | 99.29% |
20.11.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 252'697 | 84'232 | 124'607 CHF | 42'378 CHF | 99.38% | 99.38% |
19.11.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 294'092 | 98'031 | 137'972 CHF | 46'971 CHF | 99.37% | 99.37% |
18.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 264'279 | 88'093 | 129'604 CHF | 44'082 CHF | 99.38% | 99.38% |
15.11.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 276'598 | 92'199 | 141'356 CHF | 48'041 CHF | 99.36% | 99.36% |
14.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 270'491 | 90'164 | 140'448 CHF | 47'718 CHF | 99.38% | 99.38% |
13.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 284'304 | 94'768 | 143'415 CHF | 48'753 CHF | 99.37% | 99.37% |
12.11.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 269'096 | 89'699 | 146'678 CHF | 49'790 CHF | 99.15% | 99.15% |
11.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 128'357 CHF | 43'536 CHF | 99.38% | 99.38% |
08.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 298'507 | 99'502 | 156'082 CHF | 53'022 CHF | 99.38% | 99.38% |