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 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'015 CHF | 79'505 CHF | 99.37% | 99.37% |
19.11.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'285 CHF | 72'595 CHF | 99.37% | 99.37% |
18.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'373 CHF | 74'291 CHF | 99.25% | 99.25% |
15.11.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'366 CHF | 78'289 CHF | 99.38% | 99.38% |
14.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'609 CHF | 77'703 CHF | 99.36% | 99.36% |
13.11.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'605 CHF | 76'035 CHF | 99.37% | 99.37% |
12.11.2024 | 1.92% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'909 CHF | 79'136 CHF | 99.38% | 99.38% |
11.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'138 CHF | 86'213 CHF | 99.37% | 99.37% |
08.11.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'947 CHF | 83'816 CHF | 99.37% | 99.37% |
07.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'011 CHF | 81'170 CHF | 98.37% | 98.37% |