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 | 4.41% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 133'123 CHF | 46'374 CHF | 99.45% | 99.45% |
19.11.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'295 CHF | 49'765 CHF | 98.68% | 98.68% |
18.11.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'037 CHF | 50'012 CHF | 99.13% | 99.13% |
15.11.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'879 CHF | 52'960 CHF | 99.39% | 99.39% |
14.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'338 CHF | 56'446 CHF | 98.23% | 98.23% |
13.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 140'958 CHF | 48'986 CHF | 99.38% | 99.38% |
12.11.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'294 CHF | 48'431 CHF | 93.13% | 93.13% |
11.11.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 147'686 CHF | 51'229 CHF | 99.37% | 99.37% |
08.11.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'411 CHF | 50'470 CHF | 93.12% | 93.12% |
07.11.2024 | 3.89% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 602'408 | 200'803 | 152'294 CHF | 52'773 CHF | 98.61% | 98.61% |