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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 3.43% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 567'175 | 189'058 | 162'250 CHF | 55'974 CHF | 99.26% | 99.26% |
20.11.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 135'522 CHF | 47'174 CHF | 98.68% | 98.68% |
19.11.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 132'079 CHF | 46'026 CHF | 99.06% | 99.06% |
18.11.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 126'383 CHF | 44'128 CHF | 99.36% | 99.36% |
15.11.2024 | 5.31% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 732'308 | 244'103 | 134'112 CHF | 47'145 CHF | 99.37% | 99.37% |
14.11.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 129'963 CHF | 45'821 CHF | 97.56% | 97.56% |
13.11.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 120'672 CHF | 42'724 CHF | 98.99% | 98.99% |
12.11.2024 | 5.92% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 123'079 CHF | 43'526 CHF | 98.58% | 98.58% |
11.11.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 749'380 | 249'793 | 132'245 CHF | 46'580 CHF | 98.54% | 98.54% |
08.11.2024 | 7.19% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 847'056 | 282'352 | 113'536 CHF | 40'669 CHF | 99.36% | 99.36% |