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 | 2.42% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'926 CHF | 62'809 CHF | 99.37% | 99.37% |
19.11.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'439 CHF | 62'313 CHF | 99.37% | 99.37% |
18.11.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'539 CHF | 57'013 CHF | 99.22% | 99.22% |
15.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'618 CHF | 53'706 CHF | 99.37% | 99.37% |
14.11.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'290 CHF | 51'597 CHF | 99.38% | 99.38% |
13.11.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'221 CHF | 51'907 CHF | 99.37% | 99.37% |
12.11.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'897 CHF | 49'466 CHF | 99.37% | 99.37% |
11.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'673 CHF | 46'391 CHF | 99.37% | 99.37% |
08.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'140 CHF | 47'547 CHF | 99.38% | 99.38% |
07.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'300 CHF | 46'600 CHF | 99.29% | 99.29% |