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 | 6.55% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 133'428 CHF | 47'476 CHF | 99.17% | 99.17% |
19.11.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 136'535 CHF | 48'512 CHF | 99.16% | 99.16% |
18.11.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 159'309 CHF | 56'103 CHF | 99.23% | 99.23% |
15.11.2024 | 4.97% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 828'616 | 276'205 | 162'591 CHF | 56'959 CHF | 99.17% | 99.17% |
14.11.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 808'614 | 269'538 | 163'338 CHF | 57'141 CHF | 99.16% | 99.16% |
13.11.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 898'457 | 299'486 | 171'910 CHF | 60'298 CHF | 99.16% | 99.16% |
12.11.2024 | 4.69% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 835'145 | 278'382 | 173'760 CHF | 60'704 CHF | 99.16% | 99.16% |
11.11.2024 | 4.00% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 184'058 CHF | 63'853 CHF | 99.16% | 99.16% |
08.11.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'209 CHF | 63'570 CHF | 99.17% | 99.17% |
07.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 213'898 CHF | 73'799 CHF | 98.26% | 98.26% |