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 | 2.53% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 175'755 CHF | 60'085 CHF | 99.44% | 99.44% |
19.11.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'139 CHF | 56'547 CHF | 96.69% | 96.69% |
18.11.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'054 CHF | 58'851 CHF | 96.29% | 96.29% |
15.11.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'455 CHF | 54'319 CHF | 96.51% | 96.51% |
14.11.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 460'791 | 153'597 | 150'559 CHF | 51'722 CHF | 99.33% | 99.33% |
13.11.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 539'431 | 179'810 | 164'056 CHF | 56'484 CHF | 98.94% | 98.94% |
12.11.2024 | 2.94% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 458'018 | 152'673 | 153'553 CHF | 52'711 CHF | 99.37% | 99.37% |
11.11.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'033 CHF | 61'511 CHF | 99.27% | 99.27% |
08.11.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'442 CHF | 58'648 CHF | 99.36% | 99.36% |
07.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'073 CHF | 62'524 CHF | 98.72% | 98.72% |