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 | 3.77% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 435'428 | 145'143 | 113'247 CHF | 39'201 CHF | 99.38% | 99.38% |
19.11.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'116 CHF | 37'205 CHF | 99.38% | 99.38% |
18.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'946 CHF | 37'815 CHF | 99.26% | 99.26% |
15.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'510 CHF | 39'004 CHF | 99.38% | 99.38% |
14.11.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'606 CHF | 39'036 CHF | 99.37% | 99.37% |
13.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'681 CHF | 39'060 CHF | 99.38% | 99.38% |
12.11.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'173 CHF | 38'891 CHF | 99.38% | 99.38% |
11.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'257 CHF | 42'252 CHF | 99.37% | 99.37% |
08.11.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'083 CHF | 41'861 CHF | 99.38% | 99.38% |
07.11.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'079 CHF | 44'860 CHF | 98.37% | 98.37% |