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 | 3.41% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'799 CHF | 44'766 CHF | 99.42% | 99.42% |
19.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'776 CHF | 42'426 CHF | 96.11% | 96.11% |
18.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'925 | 150'308 | 129'633 CHF | 44'714 CHF | 97.42% | 97.42% |
15.11.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'479 CHF | 46'993 CHF | 96.27% | 96.27% |
14.11.2024 | 2.36% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'964 CHF | 64'488 CHF | 98.98% | 98.98% |
13.11.2024 | 2.39% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'644 CHF | 63'715 CHF | 99.06% | 99.06% |
12.11.2024 | 2.27% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'460 CHF | 66'987 CHF | 99.33% | 99.33% |
11.11.2024 | 2.06% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'849 CHF | 73'783 CHF | 96.31% | 96.31% |
08.11.2024 | 2.91% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'145 CHF | 52'548 CHF | 96.76% | 96.76% |
07.11.2024 | 2.60% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'497 CHF | 58'666 CHF | 98.64% | 98.64% |