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 | 2.04% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'384 CHF | 74'295 CHF | 98.85% | 98.85% |
19.11.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'532 CHF | 71'677 CHF | 96.64% | 96.64% |
18.11.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'719 CHF | 73'740 CHF | 97.18% | 97.18% |
15.11.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 226'347 CHF | 76'949 CHF | 96.20% | 96.20% |
14.11.2024 | 1.52% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'530 CHF | 66'510 CHF | 99.28% | 99.28% |
13.11.2024 | 1.54% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'031 CHF | 65'677 CHF | 98.74% | 98.74% |
12.11.2024 | 1.48% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'640 CHF | 68'213 CHF | 99.34% | 99.34% |
11.11.2024 | 1.37% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'027 CHF | 73'676 CHF | 96.31% | 96.31% |
08.11.2024 | 1.82% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 414'334 | 138'111 | 225'054 CHF | 76'399 CHF | 96.76% | 96.76% |
07.11.2024 | 1.66% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 346'005 | 115'335 | 205'405 CHF | 69'622 CHF | 98.64% | 98.64% |