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 | 1.46% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'434 CHF | 103'645 CHF | 99.34% | 99.34% |
19.11.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'972 CHF | 106'157 CHF | 96.69% | 96.69% |
18.11.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'351 CHF | 116'950 CHF | 97.60% | 97.60% |
15.11.2024 | 1.70% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'692 CHF | 90'064 CHF | 96.52% | 96.52% |
14.11.2024 | 1.78% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 519'248 | 173'083 | 294'082 CHF | 99'758 CHF | 93.02% | 93.02% |
13.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'407 CHF | 78'469 CHF | 98.98% | 98.98% |
12.11.2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'225 CHF | 74'742 CHF | 99.38% | 99.38% |
11.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 200'727 CHF | 68'909 CHF | 99.15% | 99.15% |
08.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'714 CHF | 66'238 CHF | 98.85% | 98.85% |
07.11.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 200'733 CHF | 68'911 CHF | 97.22% | 97.22% |