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 | 3.40% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'347 | 150'116 | 130'513 CHF | 45'006 CHF | 99.35% | 99.35% |
19.11.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 539'221 | 179'740 | 142'747 CHF | 49'380 CHF | 96.70% | 96.70% |
18.11.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 127'274 CHF | 43'925 CHF | 96.38% | 96.38% |
15.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 487'268 | 162'423 | 124'203 CHF | 43'025 CHF | 96.50% | 96.50% |
14.11.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'545 CHF | 48'182 CHF | 99.30% | 99.30% |
13.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 126'431 CHF | 44'144 CHF | 98.95% | 98.95% |
12.11.2024 | 4.14% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 570'522 | 190'174 | 135'013 CHF | 46'906 CHF | 99.38% | 99.38% |
11.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'322 CHF | 46'274 CHF | 99.27% | 99.27% |
08.11.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 466'716 | 155'572 | 129'692 CHF | 44'786 CHF | 99.36% | 99.36% |
07.11.2024 | 3.27% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'158 CHF | 46'886 CHF | 98.65% | 98.65% |