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 | 2.53% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'337 CHF | 60'279 CHF | 99.38% | 99.38% |
19.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'782 CHF | 55'094 CHF | 99.38% | 99.38% |
18.11.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'756 CHF | 59'085 CHF | 99.38% | 99.38% |
15.11.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'990 CHF | 68'163 CHF | 99.36% | 99.36% |
14.11.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'335 CHF | 69'278 CHF | 99.38% | 99.38% |
13.11.2024 | 2.41% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'873 CHF | 63'124 CHF | 99.38% | 99.38% |
12.11.2024 | 2.16% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'150 CHF | 70'217 CHF | 99.14% | 99.14% |
11.11.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'902 CHF | 77'134 CHF | 99.38% | 99.38% |
08.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'700 CHF | 70'067 CHF | 99.38% | 99.38% |
07.11.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'107 CHF | 70'536 CHF | 98.59% | 98.59% |