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 | 3.27% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'419 CHF | 46'640 CHF | 99.38% | 99.38% |
19.11.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'286 CHF | 44'262 CHF | 99.38% | 99.38% |
18.11.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 133'636 CHF | 46'045 CHF | 99.37% | 99.37% |
15.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'223 CHF | 48'241 CHF | 99.36% | 99.36% |
14.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'616 CHF | 49'372 CHF | 99.37% | 99.37% |
13.11.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 139'738 CHF | 48'079 CHF | 99.37% | 99.37% |
12.11.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'118 CHF | 51'873 CHF | 99.15% | 99.15% |
11.11.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'799 CHF | 54'767 CHF | 99.37% | 99.37% |
08.11.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'507 CHF | 49'669 CHF | 99.38% | 99.38% |
07.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'385 CHF | 50'295 CHF | 98.58% | 98.58% |