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 | 2.55% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'602 CHF | 59'701 CHF | 99.27% | 99.27% |
19.11.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'396 CHF | 51'632 CHF | 88.74% | 88.74% |
18.11.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'846 CHF | 49'782 CHF | 97.58% | 97.58% |
15.11.2024 | 2.94% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 459'226 | 153'075 | 153'993 CHF | 52'862 CHF | 96.38% | 96.38% |
14.11.2024 | 2.36% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'653 CHF | 64'384 CHF | 99.26% | 99.26% |
13.11.2024 | 2.14% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'342 CHF | 70'947 CHF | 99.27% | 99.27% |
12.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'092 CHF | 68'864 CHF | 99.29% | 99.29% |
11.11.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'280 CHF | 64'927 CHF | 98.01% | 98.01% |
08.11.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'751 CHF | 68'084 CHF | 99.18% | 99.18% |
07.11.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'303 CHF | 63'268 CHF | 98.62% | 98.62% |