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 | 1.78% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'049 CHF | 85'183 CHF | 99.16% | 99.16% |
20.11.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'496 CHF | 73'332 CHF | 98.95% | 98.95% |
19.11.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'612 CHF | 72'371 CHF | 99.00% | 99.00% |
18.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'355 CHF | 70'285 CHF | 99.36% | 99.36% |
15.11.2024 | 2.39% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'297 CHF | 63'599 CHF | 99.39% | 99.39% |
14.11.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'304 CHF | 61'935 CHF | 97.39% | 97.39% |
13.11.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'143 CHF | 59'214 CHF | 98.99% | 98.99% |
12.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'579 CHF | 59'693 CHF | 92.62% | 92.62% |
11.11.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'442 CHF | 62'647 CHF | 98.54% | 98.54% |
08.11.2024 | 2.90% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 570'882 | 190'294 | 193'890 CHF | 66'533 CHF | 93.13% | 93.13% |