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 | 2.55% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'422 CHF | 39'807 CHF | 99.16% | 99.16% |
19.11.2024 | 2.88% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'256 CHF | 52'919 CHF | 99.17% | 99.17% |
18.11.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 319'280 | 106'427 | 119'727 CHF | 40'973 CHF | 99.22% | 99.22% |
15.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'897 CHF | 41'632 CHF | 99.16% | 99.16% |
14.11.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 315'366 | 105'122 | 122'632 CHF | 41'928 CHF | 99.15% | 99.15% |
13.11.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'598 CHF | 48'699 CHF | 99.16% | 99.16% |
12.11.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'657 CHF | 53'386 CHF | 99.16% | 99.16% |
11.11.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'654 CHF | 53'718 CHF | 99.17% | 99.17% |
08.11.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'857 CHF | 49'452 CHF | 99.17% | 99.17% |
07.11.2024 | 2.87% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'802 CHF | 53'101 CHF | 98.18% | 98.18% |