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 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'448 CHF | 95'649 CHF | 98.71% | 98.71% |
19.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'407 CHF | 91'969 CHF | 88.51% | 88.51% |
18.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'896 CHF | 85'465 CHF | 97.21% | 97.21% |
15.11.2024 | 1.91% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'255 CHF | 79'918 CHF | 91.31% | 91.31% |
14.11.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'936 CHF | 71'145 CHF | 98.96% | 98.96% |
13.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'774 CHF | 72'425 CHF | 98.70% | 98.70% |
12.11.2024 | 2.34% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'058 CHF | 64'853 CHF | 99.31% | 99.31% |
11.11.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'320 CHF | 56'607 CHF | 99.34% | 99.34% |
08.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'781 CHF | 58'094 CHF | 98.12% | 98.12% |
07.11.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'314 CHF | 49'938 CHF | 98.61% | 98.61% |