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 | 2.13% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'083 CHF | 71'194 CHF | 99.40% | 99.40% |
19.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'188 CHF | 72'896 CHF | 98.89% | 98.89% |
18.11.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'038 CHF | 69'513 CHF | 99.36% | 99.36% |
15.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'463 CHF | 71'654 CHF | 99.37% | 99.37% |
14.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'469 CHF | 76'323 CHF | 97.48% | 97.48% |
13.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'136 CHF | 87'879 CHF | 99.37% | 99.37% |
12.11.2024 | 1.89% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'495 CHF | 80'332 CHF | 97.88% | 97.88% |
11.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'385 CHF | 73'295 CHF | 99.37% | 99.37% |
08.11.2024 | 2.09% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'412 CHF | 72'637 CHF | 93.12% | 93.12% |
07.11.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'832 CHF | 67'444 CHF | 98.59% | 98.59% |