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 | 5.78% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 151'367 CHF | 53'456 CHF | 99.47% | 99.47% |
19.11.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 151'286 CHF | 53'429 CHF | 96.67% | 96.67% |
18.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 170'629 CHF | 59'876 CHF | 97.65% | 97.65% |
15.11.2024 | 4.51% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 771'268 | 257'089 | 167'166 CHF | 58'293 CHF | 96.48% | 96.48% |
14.11.2024 | 4.50% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'087 CHF | 56'862 CHF | 99.29% | 99.29% |
13.11.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 756'242 | 252'081 | 165'965 CHF | 57'842 CHF | 98.80% | 98.80% |
12.11.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 179'245 CHF | 62'248 CHF | 99.25% | 99.25% |
11.11.2024 | 4.34% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'605 CHF | 59'035 CHF | 99.36% | 99.36% |
08.11.2024 | 4.76% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 869'562 | 289'854 | 178'178 CHF | 62'291 CHF | 99.34% | 99.34% |
07.11.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 180'779 CHF | 63'260 CHF | 98.65% | 98.65% |