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 | 3.71% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'078 CHF | 55'026 CHF | 99.66% | 99.66% |
19.11.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'924 CHF | 56'641 CHF | 99.57% | 99.57% |
18.11.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'871 CHF | 55'290 CHF | 99.25% | 99.25% |
15.11.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'392 CHF | 56'797 CHF | 99.40% | 99.40% |
14.11.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 453'143 | 151'048 | 163'529 CHF | 56'020 CHF | 97.77% | 97.77% |
13.11.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 462'350 | 154'117 | 172'489 CHF | 59'038 CHF | 99.37% | 99.37% |
12.11.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'279 CHF | 61'926 CHF | 94.39% | 94.39% |
11.11.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'265 CHF | 66'922 CHF | 99.37% | 99.37% |
08.11.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'324 CHF | 67'608 CHF | 93.11% | 93.11% |
07.11.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'854 CHF | 65'785 CHF | 98.60% | 98.60% |