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 | 3.68% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'357 | 150'119 | 120'325 CHF | 41'610 CHF | 99.37% | 99.37% |
19.11.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'448 CHF | 47'650 CHF | 96.68% | 96.68% |
18.11.2024 | 5.22% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 613'750 | 204'583 | 117'603 CHF | 41'247 CHF | 97.60% | 97.60% |
15.11.2024 | 5.52% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 625'761 | 208'587 | 110'883 CHF | 39'047 CHF | 96.69% | 96.69% |
14.11.2024 | 5.09% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 605'725 | 201'908 | 116'195 CHF | 40'751 CHF | 99.39% | 99.39% |
13.11.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'336 CHF | 42'445 CHF | 99.39% | 99.39% |
12.11.2024 | 4.86% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'979 | 200'326 | 120'975 CHF | 42'328 CHF | 99.37% | 99.37% |
11.11.2024 | 5.57% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 610'840 | 203'613 | 106'571 CHF | 37'560 CHF | 99.32% | 99.32% |
08.11.2024 | 5.87% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 725'179 | 241'726 | 119'761 CHF | 42'338 CHF | 99.33% | 99.33% |
07.11.2024 | 8.11% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 914'359 | 332'562 | 108'463 CHF | 42'441 CHF | 98.50% | 98.50% |