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 | 2.12% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'669 CHF | 71'390 CHF | 97.79% | 97.79% |
19.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'175 CHF | 73'225 CHF | 98.49% | 98.49% |
18.11.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'960 CHF | 73'820 CHF | 98.90% | 98.90% |
15.11.2024 | 1.66% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'196 CHF | 91'232 CHF | 97.62% | 97.62% |
14.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'647 CHF | 99'049 CHF | 95.77% | 95.77% |
13.11.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'566 CHF | 106'689 CHF | 96.28% | 96.28% |
12.11.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'452 CHF | 124'651 CHF | 98.25% | 98.25% |
11.11.2024 | 1.24% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'502 CHF | 122'334 CHF | 97.66% | 97.66% |
08.11.2024 | 1.22% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'470 CHF | 123'990 CHF | 96.28% | 96.28% |
07.11.2024 | 1.41% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'671 CHF | 107'390 CHF | 98.03% | 98.03% |