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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.08% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'298 CHF | 49'599 CHF | 90.66% | 99.27% |
20.11.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'639 CHF | 40'713 CHF | 99.09% | 99.09% |
19.11.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'223 CHF | 39'241 CHF | 99.16% | 99.16% |
18.11.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'054 CHF | 36'185 CHF | 99.36% | 99.36% |
15.11.2024 | 5.07% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 551'339 | 183'780 | 105'750 CHF | 37'088 CHF | 99.39% | 99.39% |
14.11.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 579'804 | 193'268 | 108'486 CHF | 38'095 CHF | 97.61% | 97.61% |
13.11.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'632 CHF | 36'544 CHF | 99.02% | 99.02% |
12.11.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'882 CHF | 37'627 CHF | 92.63% | 92.63% |
11.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 473'124 | 157'708 | 94'432 CHF | 33'054 CHF | 98.54% | 98.54% |
08.11.2024 | 6.95% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 84'190 CHF | 30'063 CHF | 93.13% | 93.13% |