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 | 3.97% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'340 CHF | 51'447 CHF | 99.59% | 99.59% |
19.11.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'558 CHF | 52'853 CHF | 99.54% | 99.54% |
18.11.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'391 CHF | 51'797 CHF | 99.58% | 99.58% |
15.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 147'066 CHF | 51'022 CHF | 99.16% | 99.16% |
14.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 625'266 | 208'422 | 141'814 CHF | 49'356 CHF | 98.27% | 98.27% |
13.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 143'116 CHF | 50'205 CHF | 99.55% | 99.55% |
12.11.2024 | 4.59% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 731'035 | 243'678 | 155'631 CHF | 54'314 CHF | 99.58% | 99.58% |
11.11.2024 | 4.07% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'636 CHF | 50'212 CHF | 99.56% | 99.56% |
08.11.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'051 CHF | 52'351 CHF | 99.59% | 99.59% |
07.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'933 CHF | 58'311 CHF | 98.81% | 98.81% |