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 | 1.96% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'339 CHF | 77'280 CHF | 99.25% | 99.25% |
19.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'645 CHF | 73'048 CHF | 96.44% | 96.44% |
18.11.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'819 CHF | 75'773 CHF | 95.61% | 95.61% |
15.11.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'998 CHF | 70'833 CHF | 96.59% | 96.59% |
14.11.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'788 CHF | 66'429 CHF | 99.32% | 99.32% |
13.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'379 CHF | 62'626 CHF | 98.93% | 98.93% |
12.11.2024 | 2.24% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'261 CHF | 67'920 CHF | 99.38% | 99.38% |
11.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'791 CHF | 78'764 CHF | 99.27% | 99.27% |
08.11.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'864 CHF | 75'455 CHF | 99.35% | 99.35% |
07.11.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'504 CHF | 79'668 CHF | 98.73% | 98.73% |