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 | 5.56% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 157'488 CHF | 55'496 CHF | 99.36% | 99.36% |
19.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'276 CHF | 56'759 CHF | 99.38% | 99.38% |
18.11.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 157'777 CHF | 55'593 CHF | 99.40% | 99.40% |
15.11.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'328 CHF | 56'776 CHF | 99.40% | 99.40% |
14.11.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'750 CHF | 60'083 CHF | 97.51% | 97.51% |
13.11.2024 | 4.17% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'658 | 250'219 | 176'682 CHF | 61'396 CHF | 99.37% | 99.37% |
12.11.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 191'600 CHF | 66'367 CHF | 95.05% | 95.05% |
11.11.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 207'995 CHF | 71'832 CHF | 99.37% | 99.37% |
08.11.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'913 CHF | 72'804 CHF | 93.11% | 93.11% |
07.11.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'836 CHF | 70'779 CHF | 98.59% | 98.59% |