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 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'366 CHF | 72'955 CHF | 98.76% | 98.76% |
19.11.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'281 CHF | 65'927 CHF | 90.53% | 90.53% |
18.11.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'054 CHF | 61'518 CHF | 95.47% | 95.47% |
15.11.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'032 CHF | 61'178 CHF | 97.71% | 97.71% |
14.11.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'756 CHF | 62'419 CHF | 98.66% | 98.66% |
13.11.2024 | 2.69% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'463 CHF | 56'655 CHF | 96.55% | 96.55% |
12.11.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'395 CHF | 82'632 CHF | 95.65% | 95.65% |
11.11.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'985 CHF | 78'495 CHF | 98.27% | 98.27% |
08.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'481 CHF | 86'327 CHF | 92.96% | 92.96% |
07.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'483 CHF | 87'328 CHF | 97.75% | 97.75% |