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 | 1.97% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'303 CHF | 76'935 CHF | 98.88% | 98.88% |
19.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'890 CHF | 70'130 CHF | 95.76% | 95.76% |
18.11.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'979 CHF | 79'826 CHF | 97.02% | 97.02% |
15.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'430 CHF | 76'977 CHF | 94.43% | 94.43% |
14.11.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'661 CHF | 71'054 CHF | 98.62% | 98.62% |
13.11.2024 | 2.24% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'897 | 150'299 | 199'903 CHF | 68'137 CHF | 98.27% | 98.27% |
12.11.2024 | 1.99% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'811 CHF | 76'104 CHF | 98.93% | 98.93% |
11.11.2024 | 2.03% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'062 CHF | 74'854 CHF | 98.92% | 98.92% |
08.11.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 466'209 | 155'403 | 198'032 CHF | 67'565 CHF | 97.33% | 97.33% |
07.11.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'439 CHF | 84'313 CHF | 98.18% | 98.18% |