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 | 3.25% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 317'665 | 100'000 | 96'083 CHF | 31'282 CHF | 99.17% | 99.17% |
19.11.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 450'000 | 100'000 | 433'334 | 100'000 | 121'407 CHF | 29'106 CHF | 99.16% | 99.16% |
18.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 395'268 | 100'000 | 127'061 CHF | 33'314 CHF | 99.22% | 99.22% |
15.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 450'000 | 100'000 | 445'457 | 100'000 | 145'222 CHF | 33'621 CHF | 99.17% | 99.17% |
14.11.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 137'232 CHF | 31'496 CHF | 99.15% | 99.15% |
13.11.2024 | 3.38% | 0.29 CHF | 0.30 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 131'101 CHF | 30'134 CHF | 99.16% | 99.16% |
12.11.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 127'570 CHF | 29'349 CHF | 99.16% | 99.16% |
11.11.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 450'000 | 100'000 | 301'971 | 100'000 | 110'177 CHF | 37'502 CHF | 99.16% | 99.16% |
08.11.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 143'411 CHF | 32'869 CHF | 99.17% | 99.17% |
07.11.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 141'694 CHF | 32'488 CHF | 98.19% | 98.19% |