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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.25% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'081 CHF | 47'194 CHF | 99.93% | 99.93% |
20.11.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'264 CHF | 50'421 CHF | 98.73% | 98.73% |
19.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'687 CHF | 49'896 CHF | 98.91% | 98.91% |
18.11.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 133'035 CHF | 46'345 CHF | 99.38% | 99.38% |
15.11.2024 | 5.10% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 115'192 CHF | 40'397 CHF | 99.39% | 99.39% |
14.11.2024 | 5.27% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 110'879 CHF | 38'960 CHF | 97.03% | 97.03% |
13.11.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'370 CHF | 36'123 CHF | 99.02% | 99.02% |
12.11.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'977 CHF | 36'659 CHF | 98.81% | 98.81% |
11.11.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 113'266 CHF | 39'755 CHF | 98.54% | 98.54% |
08.11.2024 | 6.82% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 729'977 | 243'326 | 103'432 CHF | 36'911 CHF | 93.12% | 93.12% |