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 | 2.59% | 0.35 CHF | 0.36 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 171'584 CHF | 39'130 CHF | 99.17% | 99.17% |
19.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 160'946 CHF | 36'766 CHF | 99.16% | 99.16% |
18.11.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 175'386 CHF | 39'975 CHF | 99.22% | 99.22% |
15.11.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 199'348 CHF | 45'300 CHF | 99.17% | 99.17% |
14.11.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 225'241 CHF | 51'054 CHF | 99.16% | 99.16% |
13.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 228'457 CHF | 51'768 CHF | 99.16% | 99.16% |
12.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 218'094 CHF | 49'465 CHF | 99.16% | 99.16% |
11.11.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 234'305 CHF | 53'068 CHF | 99.16% | 99.16% |
08.11.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 219'713 CHF | 49'825 CHF | 99.16% | 99.16% |
07.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 219'908 CHF | 49'869 CHF | 98.26% | 98.26% |