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 | 2.46% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'681 CHF | 61'727 CHF | 99.37% | 99.37% |
19.11.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'876 CHF | 61'459 CHF | 99.37% | 99.37% |
18.11.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'175 CHF | 63'225 CHF | 99.22% | 99.22% |
15.11.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'097 CHF | 67'199 CHF | 98.94% | 98.94% |
14.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'408 CHF | 64'969 CHF | 99.36% | 99.36% |
13.11.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'280 CHF | 65'593 CHF | 99.36% | 99.36% |
12.11.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'166 CHF | 66'222 CHF | 99.37% | 99.37% |
11.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'137 CHF | 68'546 CHF | 99.37% | 99.37% |
08.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'722 CHF | 67'074 CHF | 99.37% | 99.37% |
07.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'728 CHF | 68'410 CHF | 99.28% | 99.28% |