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 | 2.69% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 447'899 | 149'300 | 165'324 CHF | 56'601 CHF | 98.68% | 98.68% |
19.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 448'674 | 149'558 | 176'883 CHF | 60'457 CHF | 99.38% | 99.38% |
18.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'264 CHF | 63'921 CHF | 99.26% | 99.26% |
15.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'262 CHF | 60'254 CHF | 99.37% | 99.37% |
14.11.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'085 CHF | 60'862 CHF | 99.38% | 99.38% |
13.11.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'818 CHF | 58'106 CHF | 99.37% | 99.37% |
12.11.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'944 CHF | 60'481 CHF | 99.38% | 99.38% |
11.11.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'637 CHF | 61'046 CHF | 99.38% | 99.38% |
08.11.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'529 CHF | 56'010 CHF | 99.38% | 99.38% |
07.11.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'063 CHF | 62'521 CHF | 98.37% | 98.37% |