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 | 2.31% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'993 CHF | 65'831 CHF | 99.30% | 99.30% |
19.11.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'696 CHF | 62'399 CHF | 96.91% | 96.91% |
18.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'028 CHF | 64'843 CHF | 95.97% | 95.97% |
15.11.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'276 CHF | 60'592 CHF | 96.51% | 96.51% |
14.11.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 456'305 | 152'102 | 168'660 CHF | 57'741 CHF | 99.30% | 99.30% |
13.11.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 530'463 | 176'821 | 183'806 CHF | 63'037 CHF | 98.92% | 98.92% |
12.11.2024 | 2.61% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 454'621 | 151'540 | 172'188 CHF | 58'912 CHF | 99.37% | 99.37% |
11.11.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'092 CHF | 67'864 CHF | 99.27% | 99.27% |
08.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'685 CHF | 65'062 CHF | 99.35% | 99.35% |
07.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'950 CHF | 68'817 CHF | 98.59% | 98.59% |