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 | 2.17% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'317 CHF | 69'939 CHF | 99.38% | 99.38% |
19.11.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 437'803 | 145'934 | 194'253 CHF | 66'210 CHF | 99.37% | 99.37% |
18.11.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 399'468 | 133'156 | 185'874 CHF | 63'290 CHF | 99.22% | 99.22% |
15.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'828 CHF | 50'943 CHF | 98.94% | 98.94% |
14.11.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 378'174 | 126'058 | 180'714 CHF | 61'499 CHF | 99.37% | 99.37% |
13.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 350'655 | 116'885 | 168'999 CHF | 57'502 CHF | 99.36% | 99.36% |
12.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 337'396 | 112'465 | 164'561 CHF | 55'978 CHF | 99.37% | 99.37% |
11.11.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'003 CHF | 52'001 CHF | 99.37% | 99.37% |
08.11.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 308'455 | 102'818 | 153'927 CHF | 52'337 CHF | 99.37% | 99.37% |
07.11.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 312'391 | 104'130 | 158'116 CHF | 53'747 CHF | 99.28% | 99.28% |