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 | 2.57% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'100 CHF | 59'200 CHF | 99.16% | 99.16% |
19.11.2024 | 2.90% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'272 CHF | 52'591 CHF | 99.17% | 99.17% |
18.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'280 CHF | 57'260 CHF | 99.22% | 99.22% |
15.11.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'474 CHF | 61'658 CHF | 99.16% | 99.16% |
14.11.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'030 CHF | 59'510 CHF | 99.15% | 99.15% |
13.11.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'266 CHF | 48'922 CHF | 99.16% | 99.16% |
12.11.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'903 CHF | 53'801 CHF | 99.16% | 99.16% |
11.11.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'013 CHF | 54'838 CHF | 99.16% | 99.16% |
08.11.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'787 CHF | 49'762 CHF | 99.17% | 99.17% |
07.11.2024 | 2.86% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'414 CHF | 53'305 CHF | 98.18% | 98.18% |