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 | 1.81% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'198 CHF | 83'566 CHF | 98.84% | 98.84% |
19.11.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'049 CHF | 90'516 CHF | 90.62% | 90.62% |
18.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'776 CHF | 95'425 CHF | 95.27% | 95.27% |
15.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'570 CHF | 96'357 CHF | 97.79% | 97.79% |
14.11.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'641 CHF | 95'047 CHF | 98.73% | 98.73% |
13.11.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'195 CHF | 100'898 CHF | 96.52% | 96.52% |
12.11.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'084 CHF | 74'861 CHF | 95.49% | 95.49% |
11.11.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'368 CHF | 79'289 CHF | 98.35% | 98.35% |
08.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'494 CHF | 71'998 CHF | 92.98% | 92.98% |
07.11.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'323 CHF | 71'608 CHF | 97.74% | 97.74% |