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 | 2.60% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'189 CHF | 58'563 CHF | 98.83% | 98.83% |
19.11.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'835 CHF | 58'112 CHF | 99.17% | 99.17% |
18.11.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 159'345 CHF | 54'615 CHF | 99.22% | 99.22% |
15.11.2024 | 3.13% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'426 CHF | 48'642 CHF | 99.16% | 99.16% |
14.11.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'712 CHF | 46'404 CHF | 99.15% | 99.15% |
13.11.2024 | 3.26% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'985 CHF | 46'828 CHF | 98.96% | 98.96% |
12.11.2024 | 3.62% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'566 CHF | 42'355 CHF | 99.16% | 99.16% |
11.11.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'664 CHF | 34'055 CHF | 99.17% | 99.17% |
08.11.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'402 CHF | 40'634 CHF | 99.16% | 99.16% |
07.11.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'766 CHF | 38'755 CHF | 97.77% | 97.77% |