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 | 4.31% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'260 CHF | 35'587 CHF | 99.36% | 99.36% |
19.11.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'274 CHF | 37'591 CHF | 99.28% | 99.28% |
18.11.2024 | 4.22% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'677 CHF | 36'392 CHF | 99.38% | 99.38% |
15.11.2024 | 4.31% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'246 CHF | 35'582 CHF | 99.39% | 99.39% |
14.11.2024 | 4.80% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'629 CHF | 32'043 CHF | 98.02% | 98.02% |
13.11.2024 | 6.40% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 90'929 CHF | 32'310 CHF | 99.35% | 99.35% |
12.11.2024 | 5.37% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 473'424 | 157'808 | 85'734 CHF | 30'156 CHF | 98.70% | 98.70% |
11.11.2024 | 4.31% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'262 CHF | 35'588 CHF | 99.37% | 99.37% |
08.11.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'379 CHF | 38'293 CHF | 93.11% | 93.11% |
07.11.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'410 CHF | 45'303 CHF | 98.61% | 98.61% |