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 | 2.72% | 0.35 CHF | 0.36 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 163'334 CHF | 37'296 CHF | 99.17% | 99.17% |
19.11.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 154'536 CHF | 35'341 CHF | 99.16% | 99.16% |
18.11.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 450'000 | 100'000 | 418'486 | 100'000 | 160'306 CHF | 39'450 CHF | 99.22% | 99.22% |
15.11.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 450'000 | 100'000 | 420'280 | 100'000 | 161'530 CHF | 39'544 CHF | 99.16% | 99.16% |
14.11.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 163'607 CHF | 37'357 CHF | 99.15% | 99.15% |
13.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 156'598 CHF | 35'800 CHF | 99.16% | 99.16% |
12.11.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 155'839 CHF | 35'631 CHF | 99.16% | 99.16% |
11.11.2024 | 2.33% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 127'442 CHF | 43'481 CHF | 99.16% | 99.16% |
08.11.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 169'835 CHF | 38'741 CHF | 99.16% | 99.16% |
07.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 167'078 CHF | 38'128 CHF | 98.18% | 98.18% |