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 | 3.00% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'722 CHF | 50'741 CHF | 99.56% | 99.56% |
19.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'560 CHF | 49'020 CHF | 96.60% | 96.60% |
18.11.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'955 CHF | 49'818 CHF | 97.17% | 97.17% |
15.11.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'480 CHF | 52'660 CHF | 95.81% | 95.81% |
14.11.2024 | 2.19% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'613 CHF | 69'371 CHF | 99.22% | 99.22% |
13.11.2024 | 2.23% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'387 CHF | 68'296 CHF | 98.76% | 98.76% |
12.11.2024 | 2.14% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'106 CHF | 70'869 CHF | 99.36% | 99.36% |
11.11.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'018 CHF | 76'506 CHF | 96.31% | 96.31% |
08.11.2024 | 2.64% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'236 CHF | 57'912 CHF | 96.77% | 96.77% |
07.11.2024 | 2.40% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'797 CHF | 63'432 CHF | 98.63% | 98.63% |