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 | 1.90% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'078 CHF | 79'859 CHF | 99.10% | 99.10% |
20.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'140 CHF | 67'880 CHF | 98.68% | 98.68% |
19.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'250 CHF | 67'250 CHF | 98.90% | 98.90% |
18.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'836 CHF | 63'779 CHF | 99.37% | 99.37% |
15.11.2024 | 2.65% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'023 CHF | 57'508 CHF | 99.39% | 99.39% |
14.11.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'901 CHF | 56'134 CHF | 97.77% | 97.77% |
13.11.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'521 CHF | 53'007 CHF | 98.99% | 98.99% |
12.11.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'180 CHF | 53'560 CHF | 95.50% | 95.50% |
11.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'327 CHF | 56'942 CHF | 98.54% | 98.54% |
08.11.2024 | 3.29% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'755 CHF | 46'418 CHF | 99.29% | 99.29% |