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 | 3.96% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'963 CHF | 51'654 CHF | 98.29% | 98.29% |
19.11.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'050 CHF | 48'017 CHF | 98.64% | 98.64% |
18.11.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'554 CHF | 58'185 CHF | 98.80% | 98.80% |
15.11.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'355 CHF | 59'118 CHF | 98.32% | 98.32% |
14.11.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'853 CHF | 49'951 CHF | 97.76% | 97.76% |
13.11.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'565 CHF | 52'522 CHF | 98.87% | 98.87% |
12.11.2024 | 3.44% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'991 CHF | 59'330 CHF | 98.11% | 98.11% |
11.11.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 493'056 | 164'352 | 194'368 CHF | 66'433 CHF | 98.93% | 98.93% |
08.11.2024 | 2.83% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'453 CHF | 71'818 CHF | 97.65% | 97.65% |
07.11.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 553'025 | 184'342 | 252'414 CHF | 85'981 CHF | 98.12% | 98.12% |