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 | 4.19% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'603 CHF | 36'701 CHF | 98.94% | 98.94% |
19.11.2024 | 4.66% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'485 CHF | 33'328 CHF | 90.20% | 90.20% |
18.11.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'133 CHF | 47'545 CHF | 97.15% | 97.15% |
15.11.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'037 CHF | 52'846 CHF | 98.34% | 98.34% |
14.11.2024 | 3.00% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'275 CHF | 51'258 CHF | 98.90% | 98.90% |
13.11.2024 | 3.39% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'985 CHF | 45'495 CHF | 96.41% | 96.41% |
12.11.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'341 CHF | 61'280 CHF | 93.99% | 93.99% |
11.11.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 133'173 CHF | 45'891 CHF | 97.90% | 97.90% |
08.11.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'430 CHF | 33'643 CHF | 93.11% | 93.11% |
07.11.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'731 CHF | 36'744 CHF | 98.18% | 98.18% |