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 | 4.41% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 66'599 CHF | 69'599 CHF | 99.49% | 99.49% |
19.11.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 116'519 CHF | 121'519 CHF | 97.55% | 97.55% |
18.11.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 109'154 CHF | 114'154 CHF | 99.40% | 99.40% |
15.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 67'163 CHF | 70'163 CHF | 98.86% | 98.86% |
14.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 70'509 CHF | 73'509 CHF | 99.50% | 99.50% |
13.11.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 73'345 CHF | 76'345 CHF | 66.81% | 66.81% |
12.11.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 114'887 CHF | 119'887 CHF | 99.57% | 99.57% |
11.11.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 70'554 CHF | 73'554 CHF | 94.72% | 94.72% |
08.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 77'223 CHF | 80'223 CHF | 91.95% | 91.95% |
07.11.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 112'281 CHF | 117'281 CHF | 99.53% | 99.53% |