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 | 3.58% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 123'787 CHF | 42'762 CHF | 98.68% | 98.68% |
19.11.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 125'231 CHF | 43'244 CHF | 98.62% | 98.62% |
18.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 475'218 | 158'406 | 106'349 CHF | 37'034 CHF | 98.70% | 98.70% |
15.11.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 114'757 CHF | 39'752 CHF | 98.27% | 98.27% |
14.11.2024 | 3.08% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'605 CHF | 49'702 CHF | 97.75% | 97.75% |
13.11.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'079 CHF | 57'860 CHF | 98.92% | 98.92% |
12.11.2024 | 3.57% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'373 CHF | 42'958 CHF | 97.69% | 97.69% |
11.11.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'171 CHF | 45'557 CHF | 98.94% | 98.94% |
08.11.2024 | 3.22% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'947 CHF | 47'482 CHF | 98.88% | 98.88% |
07.11.2024 | 3.99% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 541'447 | 180'482 | 132'520 CHF | 45'978 CHF | 98.05% | 98.05% |