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 | 2.55% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'862 CHF | 59'787 CHF | 93.33% | 93.33% |
19.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'297 CHF | 59'266 CHF | 96.48% | 96.48% |
18.11.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'128 CHF | 65'876 CHF | 98.16% | 98.16% |
15.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'915 CHF | 64'805 CHF | 94.13% | 94.13% |
14.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'035 CHF | 61'845 CHF | 95.34% | 95.34% |
13.11.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'747 CHF | 57'416 CHF | 97.40% | 97.40% |
12.11.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 463'110 | 154'370 | 167'275 CHF | 57'302 CHF | 96.77% | 96.77% |
11.11.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'844 CHF | 62'115 CHF | 93.35% | 93.35% |
08.11.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'166 | 150'055 | 165'565 CHF | 56'689 CHF | 96.40% | 96.40% |
07.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'415 CHF | 57'972 CHF | 96.10% | 96.10% |