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 | 2.33% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'749 CHF | 65'083 CHF | 98.88% | 98.88% |
19.11.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'273 CHF | 68'591 CHF | 98.87% | 98.87% |
18.11.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'388 CHF | 77'629 CHF | 96.78% | 96.78% |
15.11.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'663 CHF | 80'388 CHF | 99.37% | 99.37% |
14.11.2024 | 1.77% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'723 CHF | 85'741 CHF | 99.38% | 99.38% |
13.11.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'575 CHF | 80'692 CHF | 96.89% | 96.89% |
12.11.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'786 CHF | 80'095 CHF | 96.95% | 96.95% |
11.11.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'638 CHF | 72'046 CHF | 96.88% | 96.88% |
08.11.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'512 CHF | 65'004 CHF | 93.44% | 93.44% |
07.11.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'232 CHF | 66'911 CHF | 97.89% | 97.89% |