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 | 4.04% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'245 CHF | 37'915 CHF | 99.37% | 99.37% |
19.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 227'179 | 150'000 | 47'842 CHF | 32'919 CHF | 99.37% | 99.37% |
18.11.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 33'334 CHF | 34'834 CHF | 99.22% | 99.22% |
15.11.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 33'407 CHF | 34'907 CHF | 99.38% | 99.38% |
14.11.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'202 CHF | 38'702 CHF | 99.37% | 99.37% |
13.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 150'000 | 149'944 | 38'475 CHF | 39'960 CHF | 99.36% | 99.36% |
12.11.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 151'312 | 149'936 | 42'724 CHF | 43'830 CHF | 99.37% | 99.37% |
11.11.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 149'951 | 141'143 CHF | 48'532 CHF | 99.37% | 99.37% |
08.11.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'843 CHF | 50'115 CHF | 99.25% | 99.25% |
07.11.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'565 CHF | 52'022 CHF | 99.29% | 99.29% |