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 | 1.92% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'437 CHF | 78'979 CHF | 99.38% | 99.38% |
19.11.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'587 CHF | 75'696 CHF | 99.38% | 99.38% |
18.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'589 CHF | 79'030 CHF | 99.38% | 99.38% |
15.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'861 CHF | 86'454 CHF | 99.36% | 99.36% |
14.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'442 CHF | 87'314 CHF | 99.38% | 99.38% |
13.11.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'583 CHF | 81'694 CHF | 99.38% | 99.38% |
12.11.2024 | 1.73% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'749 CHF | 87'750 CHF | 99.15% | 99.15% |
11.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'270 CHF | 93'590 CHF | 99.38% | 99.38% |
08.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'107 CHF | 87'536 CHF | 99.37% | 99.37% |
07.11.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'959 CHF | 88'153 CHF | 98.59% | 98.59% |