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 | 1.81% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'107 CHF | 83'869 CHF | 99.37% | 99.37% |
19.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'005 CHF | 86'502 CHF | 99.37% | 99.37% |
18.11.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'940 CHF | 78'813 CHF | 99.22% | 99.22% |
15.11.2024 | 2.21% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'470 CHF | 68'657 CHF | 99.37% | 99.37% |
14.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'810 CHF | 59'437 CHF | 99.36% | 99.36% |
13.11.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'219 CHF | 59'573 CHF | 99.37% | 99.37% |
12.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'295 CHF | 52'265 CHF | 99.37% | 99.37% |
11.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 545'830 | 181'943 | 163'759 CHF | 56'406 CHF | 99.37% | 99.37% |
08.11.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'543 CHF | 53'348 CHF | 99.38% | 99.38% |
07.11.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'114 CHF | 58'538 CHF | 99.28% | 99.28% |