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 | 1.84% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'547 CHF | 82'349 CHF | 99.31% | 99.31% |
19.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'262 CHF | 78'254 CHF | 96.96% | 96.96% |
18.11.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'126 CHF | 81'209 CHF | 96.17% | 96.17% |
15.11.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'612 CHF | 76'371 CHF | 96.56% | 96.56% |
14.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'122 CHF | 72'207 CHF | 99.32% | 99.32% |
13.11.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'750 CHF | 68'417 CHF | 98.93% | 98.93% |
12.11.2024 | 2.05% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'224 CHF | 73'908 CHF | 99.38% | 99.38% |
11.11.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'838 CHF | 84'446 CHF | 99.27% | 99.27% |
08.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'394 CHF | 81'298 CHF | 99.35% | 99.35% |
07.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'605 CHF | 85'368 CHF | 98.61% | 98.61% |