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 | 2.35% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 327'647 | 109'216 | 136'947 CHF | 46'741 CHF | 99.27% | 99.27% |
19.11.2024 | 2.85% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 449'508 | 149'836 | 155'887 CHF | 53'461 CHF | 88.73% | 88.73% |
18.11.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'418 CHF | 50'973 CHF | 97.55% | 97.55% |
15.11.2024 | 2.84% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'662 CHF | 53'721 CHF | 96.43% | 96.43% |
14.11.2024 | 2.17% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 305'993 | 101'998 | 139'898 CHF | 47'653 CHF | 99.24% | 99.24% |
13.11.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'564 CHF | 52'855 CHF | 99.22% | 99.22% |
12.11.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'105 CHF | 51'035 CHF | 99.28% | 99.28% |
11.11.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 140'533 CHF | 47'844 CHF | 99.21% | 99.21% |
08.11.2024 | 1.99% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'238 CHF | 50'746 CHF | 99.19% | 99.19% |
07.11.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 446'030 | 148'677 | 201'038 CHF | 68'499 CHF | 98.64% | 98.64% |