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 | 2.08% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'006 CHF | 72'836 CHF | 99.38% | 99.38% |
19.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'283 CHF | 66'261 CHF | 99.37% | 99.37% |
18.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'794 CHF | 67'098 CHF | 99.26% | 99.26% |
15.11.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'553 CHF | 71'684 CHF | 99.38% | 99.38% |
14.11.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'854 CHF | 71'118 CHF | 99.37% | 99.37% |
13.11.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'008 CHF | 68'503 CHF | 99.37% | 99.37% |
12.11.2024 | 2.11% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'265 CHF | 71'922 CHF | 99.37% | 99.37% |
11.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'710 CHF | 79'070 CHF | 99.37% | 99.37% |
08.11.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'007 CHF | 78'169 CHF | 99.37% | 99.37% |
07.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'884 CHF | 74'462 CHF | 98.37% | 98.37% |