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 | 3.70% | 0.21 CHF | 0.22 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 40'049 CHF | 13'850 CHF | 99.44% | 99.44% |
19.11.2024 | 4.46% | 0.25 CHF | 0.26 CHF | 150'000 | 50'000 | 240'076 | 80'012 | 53'039 CHF | 18'477 CHF | 99.44% | 99.44% |
18.11.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'574 CHF | 24'191 CHF | 97.37% | 97.37% |
15.11.2024 | 2.81% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 110'651 CHF | 37'884 CHF | 99.45% | 99.45% |
14.11.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'671 CHF | 56'557 CHF | 99.44% | 99.44% |
13.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'541 CHF | 48'514 CHF | 96.92% | 96.92% |
12.11.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'789 CHF | 48'596 CHF | 96.86% | 96.86% |
11.11.2024 | 1.78% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'236 CHF | 56'745 CHF | 99.44% | 99.44% |
08.11.2024 | 1.60% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'473 CHF | 63'158 CHF | 99.28% | 99.28% |
07.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'119 CHF | 65'040 CHF | 98.70% | 98.70% |