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 | 7.30% | 0.14 CHF | 0.15 CHF | 450'000 | 75'000 | 504'285 | 75'000 | 66'378 CHF | 10'682 CHF | 99.17% | 99.17% |
20.11.2024 | 6.37% | 0.13 CHF | 0.14 CHF | 600'000 | 75'000 | 456'144 | 75'000 | 69'975 CHF | 12'284 CHF | 99.17% | 99.17% |
19.11.2024 | 7.26% | 0.14 CHF | 0.15 CHF | 450'000 | 75'000 | 553'245 | 75'000 | 73'334 CHF | 10'767 CHF | 99.16% | 99.16% |
18.11.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 74'084 CHF | 13'097 CHF | 99.23% | 99.23% |
15.11.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 98'089 CHF | 17'098 CHF | 99.17% | 99.17% |
14.11.2024 | 3.51% | 0.26 CHF | 0.27 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 126'241 CHF | 21'790 CHF | 99.16% | 99.16% |
13.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 450'000 | 75'000 | 449'747 | 75'000 | 129'440 CHF | 22'337 CHF | 99.16% | 99.16% |
12.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 126'910 CHF | 21'902 CHF | 99.16% | 99.16% |
11.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 300'000 | 75'000 | 331'657 | 75'000 | 106'635 CHF | 24'986 CHF | 99.16% | 99.16% |
08.11.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 129'713 CHF | 22'369 CHF | 99.17% | 99.17% |