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 | 2.88% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'926 CHF | 52'809 CHF | 98.88% | 98.88% |
19.11.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'257 CHF | 48'919 CHF | 98.87% | 98.87% |
18.11.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'515 CHF | 40'339 CHF | 96.71% | 96.71% |
15.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'108 CHF | 37'869 CHF | 99.37% | 99.37% |
14.11.2024 | 4.73% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'961 CHF | 32'820 CHF | 99.37% | 99.37% |
13.11.2024 | 4.15% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'687 CHF | 37'062 CHF | 96.88% | 96.88% |
12.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'087 CHF | 37'529 CHF | 96.88% | 96.88% |
11.11.2024 | 3.35% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'380 CHF | 45'627 CHF | 96.88% | 96.88% |
08.11.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'993 CHF | 51'831 CHF | 93.42% | 93.42% |
07.11.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'775 CHF | 50'425 CHF | 97.91% | 97.91% |