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 | 2.27% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'648 CHF | 67'049 CHF | 93.17% | 93.17% |
19.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'385 CHF | 66'295 CHF | 97.17% | 97.17% |
18.11.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'757 CHF | 72'752 CHF | 97.54% | 97.54% |
15.11.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'195 CHF | 71'565 CHF | 93.43% | 93.43% |
14.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'762 CHF | 68'754 CHF | 95.39% | 95.39% |
13.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 451'503 | 150'501 | 189'049 CHF | 64'522 CHF | 97.72% | 97.72% |
12.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 487'552 | 162'517 | 198'426 CHF | 67'767 CHF | 96.56% | 96.56% |
11.11.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'797 CHF | 68'766 CHF | 93.63% | 93.63% |
08.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 479'543 | 159'848 | 198'031 CHF | 67'609 CHF | 95.71% | 95.71% |
07.11.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'704 CHF | 64'735 CHF | 96.17% | 96.17% |