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 | 4.04% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 409'540 | 136'513 | 99'118 CHF | 34'404 CHF | 99.37% | 99.37% |
19.11.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 428'075 | 142'692 | 102'522 CHF | 35'601 CHF | 99.37% | 99.37% |
18.11.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 344'125 | 114'708 | 88'987 CHF | 30'809 CHF | 99.22% | 99.22% |
15.11.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'385 CHF | 30'462 CHF | 98.94% | 98.94% |
14.11.2024 | 3.57% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 357'928 | 119'309 | 98'060 CHF | 33'880 CHF | 99.36% | 99.36% |
13.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 366'235 | 122'078 | 103'478 CHF | 35'713 CHF | 99.37% | 99.37% |
12.11.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 347'204 | 115'735 | 100'712 CHF | 34'728 CHF | 99.37% | 99.37% |
11.11.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 93'690 CHF | 32'230 CHF | 99.37% | 99.37% |
08.11.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 349'237 | 116'412 | 105'752 CHF | 36'415 CHF | 99.37% | 99.37% |
07.11.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 348'475 | 116'158 | 107'798 CHF | 37'094 CHF | 99.28% | 99.28% |