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 | 2.07% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'565 CHF | 73'355 CHF | 99.38% | 99.38% |
19.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'773 CHF | 69'424 CHF | 99.32% | 99.32% |
18.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 518'623 | 172'874 | 194'744 CHF | 66'643 CHF | 99.35% | 99.35% |
15.11.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'791 CHF | 73'930 CHF | 99.35% | 99.35% |
14.11.2024 | 3.06% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'838 CHF | 66'613 CHF | 98.59% | 98.59% |
13.11.2024 | 2.49% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'264 CHF | 81'421 CHF | 99.38% | 99.38% |
12.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'608 CHF | 81'203 CHF | 96.81% | 96.81% |
11.11.2024 | 1.88% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 467'164 | 155'721 | 247'231 CHF | 83'968 CHF | 99.37% | 99.37% |
08.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'665 CHF | 88'722 CHF | 98.95% | 98.95% |
07.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'027 CHF | 91'842 CHF | 98.61% | 98.61% |