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 | 4.78% | 0.18 CHF | 0.19 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 123'051 CHF | 16'131 CHF | 99.17% | 99.17% |
19.11.2024 | 5.27% | 0.19 CHF | 0.20 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 111'062 CHF | 14'633 CHF | 99.16% | 99.16% |
18.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 126'809 CHF | 16'601 CHF | 99.22% | 99.22% |
15.11.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 600'000 | 75'000 | 600'000 | 75'000 | 152'618 CHF | 19'827 CHF | 99.17% | 99.17% |
14.11.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 136'492 CHF | 23'499 CHF | 99.16% | 99.16% |
13.11.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 138'516 CHF | 23'836 CHF | 99.16% | 99.16% |
12.11.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 135'484 CHF | 23'331 CHF | 99.16% | 99.16% |
11.11.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 150'100 CHF | 25'767 CHF | 99.16% | 99.16% |
08.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 137'381 CHF | 23'647 CHF | 99.17% | 99.17% |
07.11.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 137'585 CHF | 23'681 CHF | 98.27% | 98.27% |