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 | 4.03% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'598 CHF | 38'033 CHF | 99.38% | 99.38% |
19.11.2024 | 4.30% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 470'694 | 156'898 | 107'306 CHF | 37'338 CHF | 96.68% | 96.68% |
18.11.2024 | 2.92% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 438'168 | 146'056 | 152'021 CHF | 52'134 CHF | 97.56% | 97.56% |
15.11.2024 | 2.64% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 442'236 | 147'412 | 165'990 CHF | 56'804 CHF | 96.52% | 96.52% |
14.11.2024 | 2.81% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'579 CHF | 54'360 CHF | 99.35% | 99.35% |
13.11.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'576 CHF | 55'026 CHF | 99.38% | 99.38% |
12.11.2024 | 2.66% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'076 CHF | 57'192 CHF | 99.37% | 99.37% |
11.11.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'318 CHF | 62'940 CHF | 99.35% | 99.35% |
08.11.2024 | 2.10% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 350'331 | 116'777 | 163'955 CHF | 55'819 CHF | 99.32% | 99.32% |
07.11.2024 | 1.58% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'161 CHF | 64'387 CHF | 98.49% | 98.49% |