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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'512 CHF | 72'671 CHF | 94.42% | 94.42% |
20.11.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'494 CHF | 70'665 CHF | 96.80% | 96.80% |
19.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'638 CHF | 67'713 CHF | 95.34% | 95.34% |
18.11.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'594 CHF | 64'698 CHF | 92.75% | 92.75% |
15.11.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'423 CHF | 61'641 CHF | 94.13% | 94.13% |
14.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'463 CHF | 63'654 CHF | 98.63% | 98.63% |
13.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'669 CHF | 71'390 CHF | 94.95% | 94.95% |
12.11.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'495 CHF | 66'332 CHF | 98.89% | 98.89% |
11.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'416 CHF | 61'639 CHF | 92.91% | 92.91% |
08.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'227 CHF | 63'576 CHF | 97.07% | 97.07% |