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 | 4.90% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 669'805 | 223'268 | 132'915 CHF | 46'538 CHF | 99.17% | 99.17% |
19.11.2024 | 5.27% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 733'965 | 244'655 | 135'566 CHF | 47'635 CHF | 99.16% | 99.16% |
18.11.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 123'324 CHF | 43'108 CHF | 99.22% | 99.22% |
15.11.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'846 CHF | 50'949 CHF | 99.17% | 99.17% |
14.11.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'713 CHF | 58'905 CHF | 99.15% | 99.15% |
13.11.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'542 CHF | 59'847 CHF | 99.16% | 99.16% |
12.11.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'226 CHF | 58'409 CHF | 99.16% | 99.16% |
11.11.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'666 CHF | 63'555 CHF | 99.16% | 99.16% |
08.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'479 CHF | 59'493 CHF | 99.16% | 99.16% |
07.11.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'535 CHF | 59'512 CHF | 98.26% | 98.26% |