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 | 3.84% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'057 CHF | 39'852 CHF | 99.26% | 99.26% |
19.11.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'717 CHF | 38'739 CHF | 99.28% | 99.28% |
18.11.2024 | 3.60% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'862 CHF | 42'454 CHF | 99.12% | 99.12% |
15.11.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'017 CHF | 41'172 CHF | 99.38% | 99.38% |
14.11.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 457'985 | 152'662 | 107'901 CHF | 37'494 CHF | 97.53% | 97.53% |
13.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 101'485 CHF | 35'829 CHF | 99.37% | 99.37% |
12.11.2024 | 4.86% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 566'417 | 188'806 | 113'969 CHF | 39'878 CHF | 99.25% | 99.25% |
11.11.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'365 CHF | 38'622 CHF | 99.37% | 99.37% |
08.11.2024 | 3.80% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 451'088 | 150'363 | 116'835 CHF | 40'449 CHF | 99.36% | 99.36% |
07.11.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'746 CHF | 46'415 CHF | 98.59% | 98.59% |