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 | 1.84% | 0.55 CHF | 0.56 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 322'604 CHF | 82'151 CHF | 99.38% | 99.38% |
19.11.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 305'591 CHF | 62'618 CHF | 99.38% | 99.38% |
18.11.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 324'153 CHF | 66'331 CHF | 99.38% | 99.38% |
15.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 341'698 CHF | 69'840 CHF | 98.91% | 98.91% |
14.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 750'000 | 150'000 | 722'586 | 150'000 | 345'903 CHF | 73'368 CHF | 99.38% | 99.38% |
13.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 313'090 CHF | 64'118 CHF | 99.38% | 99.38% |
12.11.2024 | 2.17% | 0.41 CHF | 0.42 CHF | 750'000 | 150'000 | 749'659 | 150'000 | 341'747 CHF | 69'883 CHF | 99.16% | 99.16% |
11.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 750'000 | 150'000 | 653'521 | 150'000 | 320'538 CHF | 75'136 CHF | 99.38% | 99.38% |
08.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 600'000 | 150'000 | 621'676 | 150'000 | 309'936 CHF | 76'333 CHF | 99.38% | 99.38% |
07.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600'000 | 150'000 | 600'953 | 150'000 | 309'569 CHF | 78'776 CHF | 98.59% | 98.59% |