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 | 1.92% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'925 CHF | 79'142 CHF | 98.95% | 98.95% |
19.11.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'872 CHF | 82'457 CHF | 90.21% | 90.21% |
18.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'392 CHF | 68'631 CHF | 97.02% | 97.02% |
15.11.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'295 CHF | 63'932 CHF | 98.34% | 98.34% |
14.11.2024 | 2.33% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 191'596 CHF | 65'365 CHF | 98.90% | 98.90% |
13.11.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'310 CHF | 71'270 CHF | 96.41% | 96.41% |
12.11.2024 | 2.78% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'672 CHF | 55'391 CHF | 93.98% | 93.98% |
11.11.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'241 CHF | 71'580 CHF | 97.91% | 97.91% |
08.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'408 CHF | 86'303 CHF | 93.12% | 93.12% |
07.11.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'068 CHF | 82'523 CHF | 98.19% | 98.19% |