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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.56% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'676 CHF | 97'059 CHF | 99.06% | 99.06% |
20.11.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'991 CHF | 84'830 CHF | 99.10% | 99.10% |
19.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'182 CHF | 83'561 CHF | 98.92% | 98.92% |
18.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'007 CHF | 81'169 CHF | 99.37% | 99.37% |
15.11.2024 | 2.02% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'428 CHF | 74'976 CHF | 99.39% | 99.39% |
14.11.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'481 CHF | 72'994 CHF | 97.80% | 97.80% |
13.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'030 CHF | 69'844 CHF | 99.02% | 99.02% |
12.11.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'568 CHF | 70'689 CHF | 92.63% | 92.63% |
11.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'896 CHF | 74'465 CHF | 98.54% | 98.54% |
08.11.2024 | 2.37% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'912 CHF | 64'137 CHF | 97.93% | 97.93% |