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 | 4.37% | 0.21 CHF | 0.22 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 336'037 CHF | 35'104 CHF | 99.37% | 99.37% |
19.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 253'166 CHF | 26'817 CHF | 99.37% | 99.37% |
18.11.2024 | 5.30% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 275'989 CHF | 29'099 CHF | 99.25% | 99.25% |
15.11.2024 | 4.49% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 327'261 CHF | 34'226 CHF | 99.38% | 99.38% |
14.11.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 321'992 CHF | 33'699 CHF | 99.36% | 99.36% |
13.11.2024 | 4.77% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 308'377 CHF | 32'338 CHF | 99.37% | 99.37% |
12.11.2024 | 4.27% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 346'454 CHF | 36'145 CHF | 99.37% | 99.37% |
11.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 412'462 CHF | 42'746 CHF | 99.37% | 99.37% |
08.11.2024 | 3.62% | 0.29 CHF | 0.30 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 407'745 CHF | 42'275 CHF | 99.37% | 99.37% |
07.11.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 376'225 CHF | 39'123 CHF | 98.36% | 98.36% |