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 | 4.20% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 175'266 CHF | 36'553 CHF | 99.16% | 99.16% |
19.11.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 183'244 CHF | 38'149 CHF | 99.17% | 99.17% |
18.11.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 174'874 CHF | 36'475 CHF | 99.23% | 99.23% |
15.11.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 157'072 CHF | 32'914 CHF | 99.17% | 99.17% |
14.11.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 162'179 CHF | 33'936 CHF | 99.16% | 99.16% |
13.11.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 127'337 CHF | 26'968 CHF | 99.16% | 99.16% |
12.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 135'081 CHF | 28'516 CHF | 99.16% | 99.16% |
11.11.2024 | 3.84% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 193'394 CHF | 40'179 CHF | 99.17% | 99.17% |
08.11.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 223'983 CHF | 46'297 CHF | 99.17% | 99.17% |
07.11.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 230'331 CHF | 47'566 CHF | 98.26% | 98.26% |