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 | 3.28% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'479 CHF | 46'660 CHF | 99.37% | 99.37% |
19.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'739 CHF | 47'413 CHF | 99.37% | 99.37% |
18.11.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'610 CHF | 48'370 CHF | 99.22% | 99.22% |
15.11.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'254 CHF | 53'585 CHF | 99.37% | 99.37% |
14.11.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'856 CHF | 55'452 CHF | 99.38% | 99.38% |
13.11.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'778 CHF | 54'426 CHF | 99.37% | 99.37% |
12.11.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 358'705 | 119'568 | 132'813 CHF | 45'467 CHF | 99.37% | 99.37% |
11.11.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'865 CHF | 41'622 CHF | 99.37% | 99.37% |
08.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'263 CHF | 41'088 CHF | 99.37% | 99.37% |
07.11.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'598 CHF | 42'533 CHF | 99.28% | 99.28% |