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 | 2.11% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'110 CHF | 71'870 CHF | 98.95% | 98.95% |
19.11.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'972 CHF | 68'491 CHF | 90.22% | 90.22% |
18.11.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'874 CHF | 82'791 CHF | 96.87% | 96.87% |
15.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'574 CHF | 88'025 CHF | 98.33% | 98.33% |
14.11.2024 | 1.76% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'805 CHF | 86'435 CHF | 98.91% | 98.91% |
13.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'562 CHF | 80'687 CHF | 96.40% | 96.40% |
12.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'987 CHF | 96'496 CHF | 93.94% | 93.94% |
11.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'560 CHF | 80'687 CHF | 97.90% | 97.90% |
08.11.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'111 CHF | 66'537 CHF | 93.08% | 93.08% |
07.11.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'042 CHF | 70'847 CHF | 98.20% | 98.20% |