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 | 2.05% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'662 CHF | 74'054 CHF | 98.59% | 98.59% |
19.11.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'058 CHF | 69'186 CHF | 96.63% | 96.63% |
18.11.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'140 CHF | 68'880 CHF | 96.87% | 96.87% |
15.11.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'619 CHF | 68'373 CHF | 95.30% | 95.30% |
14.11.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'325 CHF | 64'275 CHF | 98.43% | 98.43% |
13.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'041 CHF | 64'180 CHF | 98.19% | 98.19% |
12.11.2024 | 2.17% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'040 CHF | 69'847 CHF | 98.94% | 98.94% |
11.11.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'141 CHF | 78'880 CHF | 97.86% | 97.86% |
08.11.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'358 CHF | 68'286 CHF | 98.85% | 98.85% |
07.11.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'429 CHF | 68'976 CHF | 98.31% | 98.31% |