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 | 2.99% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'152 CHF | 50'884 CHF | 99.54% | 99.54% |
19.11.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'017 CHF | 50'506 CHF | 99.26% | 99.26% |
18.11.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'927 CHF | 51'809 CHF | 99.55% | 99.55% |
15.11.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'286 CHF | 51'262 CHF | 99.39% | 99.39% |
14.11.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'245 CHF | 50'415 CHF | 97.56% | 97.56% |
13.11.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'896 CHF | 48'299 CHF | 99.38% | 99.38% |
12.11.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 125'776 CHF | 43'925 CHF | 93.84% | 93.84% |
11.11.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 112'477 CHF | 39'492 CHF | 99.37% | 99.37% |
08.11.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 113'913 CHF | 39'971 CHF | 93.11% | 93.11% |
07.11.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 123'704 CHF | 43'235 CHF | 98.60% | 98.60% |