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 | 4.71% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 155'665 CHF | 54'388 CHF | 99.24% | 99.24% |
19.11.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'684 CHF | 51'728 CHF | 98.88% | 98.88% |
18.11.2024 | 5.08% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 144'016 CHF | 50'505 CHF | 98.88% | 98.88% |
15.11.2024 | 4.37% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 168'051 CHF | 58'517 CHF | 99.25% | 99.25% |
14.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'505 | 200'168 | 170'890 CHF | 58'965 CHF | 97.91% | 97.91% |
13.11.2024 | 2.98% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'624 CHF | 68'208 CHF | 99.28% | 99.28% |
12.11.2024 | 2.54% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'925 CHF | 80'642 CHF | 99.19% | 99.19% |
11.11.2024 | 1.98% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 480'777 | 160'259 | 239'645 CHF | 81'484 CHF | 98.71% | 98.71% |
08.11.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'150 CHF | 85'217 CHF | 98.56% | 98.56% |
07.11.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 347'011 CHF | 117'670 CHF | 98.50% | 98.50% |