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 | 2.08% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'504 CHF | 73'002 CHF | 99.17% | 99.17% |
20.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'965 CHF | 60'822 CHF | 98.92% | 98.92% |
19.11.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 175'629 CHF | 60'043 CHF | 99.13% | 99.13% |
18.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'230 CHF | 57'910 CHF | 99.38% | 99.38% |
15.11.2024 | 2.96% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'317 CHF | 51'606 CHF | 99.39% | 99.39% |
14.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'960 CHF | 49'820 CHF | 97.82% | 97.82% |
13.11.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 526'162 | 175'387 | 159'721 CHF | 54'994 CHF | 99.02% | 99.02% |
12.11.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 457'702 | 152'567 | 141'573 CHF | 48'717 CHF | 92.62% | 92.62% |
11.11.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'769 CHF | 50'757 CHF | 98.54% | 98.54% |
08.11.2024 | 3.70% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 587'163 | 195'721 | 155'716 CHF | 53'863 CHF | 95.92% | 95.92% |