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 | 5.08% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'547 CHF | 30'349 CHF | 97.83% | 97.83% |
19.11.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 459'375 | 153'125 | 93'229 CHF | 32'607 CHF | 97.35% | 97.35% |
18.11.2024 | 4.78% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 457'427 | 152'476 | 93'473 CHF | 32'682 CHF | 99.15% | 99.15% |
15.11.2024 | 3.09% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'928 CHF | 49'809 CHF | 97.67% | 97.67% |
14.11.2024 | 2.64% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'983 CHF | 57'828 CHF | 97.05% | 97.05% |
13.11.2024 | 2.29% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'705 CHF | 66'402 CHF | 96.22% | 96.22% |
12.11.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'469 CHF | 84'656 CHF | 84.28% | 97.55% |
11.11.2024 | 1.89% | 0.61 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'582 CHF | 80'028 CHF | 75.20% | 97.49% |
08.11.2024 | 1.78% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'504 CHF | 85'001 CHF | 96.17% | 96.17% |
07.11.2024 | 2.28% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'554 CHF | 67'351 CHF | 96.87% | 96.87% |