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 | 4.06% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'880 CHF | 50'294 CHF | 99.38% | 99.38% |
19.11.2024 | 3.75% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 157'495 CHF | 54'498 CHF | 99.37% | 99.37% |
18.11.2024 | 4.04% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'619 CHF | 50'873 CHF | 99.38% | 99.38% |
15.11.2024 | 4.05% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'469 CHF | 50'490 CHF | 99.34% | 99.34% |
14.11.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 157'481 CHF | 54'494 CHF | 99.38% | 99.38% |
13.11.2024 | 4.14% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 622'452 | 207'484 | 148'683 CHF | 51'636 CHF | 99.38% | 99.38% |
12.11.2024 | 2.31% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'039 CHF | 88'013 CHF | 99.16% | 99.16% |
11.11.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'921 CHF | 98'974 CHF | 99.13% | 99.13% |
08.11.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'987 CHF | 90'329 CHF | 99.37% | 99.37% |
07.11.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'441 CHF | 93'147 CHF | 98.56% | 98.56% |