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 | 3.97% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'166 CHF | 38'555 CHF | 99.22% | 99.22% |
19.11.2024 | 4.51% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'315 CHF | 34'272 CHF | 99.34% | 99.34% |
18.11.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'243 CHF | 35'581 CHF | 99.37% | 99.37% |
15.11.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'412 CHF | 42'304 CHF | 99.37% | 99.37% |
14.11.2024 | 4.05% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'452 CHF | 37'984 CHF | 98.19% | 98.19% |
13.11.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 114'418 CHF | 39'639 CHF | 99.35% | 99.35% |
12.11.2024 | 4.82% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'606 CHF | 32'035 CHF | 96.15% | 96.15% |
11.11.2024 | 5.41% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'215 CHF | 28'572 CHF | 98.27% | 98.27% |
08.11.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 72'856 CHF | 25'785 CHF | 99.26% | 99.26% |
07.11.2024 | 6.91% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 569'325 | 189'775 | 79'404 CHF | 28'366 CHF | 98.61% | 98.61% |