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 | 2.34% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'951 CHF | 65'150 CHF | 99.38% | 99.38% |
19.11.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'923 CHF | 49'808 CHF | 99.37% | 99.37% |
18.11.2024 | 2.70% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'015 CHF | 56'838 CHF | 99.38% | 99.38% |
15.11.2024 | 2.61% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'303 CHF | 58'601 CHF | 99.36% | 99.36% |
14.11.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'815 CHF | 53'105 CHF | 99.38% | 99.38% |
13.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'701 CHF | 40'400 CHF | 99.38% | 99.38% |
12.11.2024 | 3.17% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'037 CHF | 48'179 CHF | 99.16% | 99.16% |
11.11.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'220 CHF | 52'573 CHF | 99.38% | 99.38% |
08.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'450 CHF | 48'983 CHF | 99.37% | 99.37% |
07.11.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'938 CHF | 53'813 CHF | 98.58% | 98.58% |