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 | 4.93% | 0.21 CHF | 0.22 CHF | 450'000 | 60'000 | 450'000 | 60'000 | 89'278 CHF | 12'504 CHF | 99.17% | 99.17% |
19.11.2024 | 4.62% | 0.20 CHF | 0.21 CHF | 450'000 | 60'000 | 446'606 | 60'000 | 94'357 CHF | 13'294 CHF | 99.16% | 99.16% |
18.11.2024 | 4.27% | 0.25 CHF | 0.26 CHF | 300'000 | 60'000 | 422'864 | 60'000 | 96'788 CHF | 14'371 CHF | 99.23% | 99.23% |
15.11.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 300'000 | 60'000 | 326'933 | 60'000 | 79'503 CHF | 15'213 CHF | 99.17% | 99.17% |
14.11.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 300'000 | 60'000 | 448'951 | 60'000 | 102'212 CHF | 14'262 CHF | 99.16% | 99.16% |
13.11.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 450'000 | 60'000 | 436'862 | 60'000 | 100'216 CHF | 14'382 CHF | 99.16% | 99.16% |
12.11.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 450'000 | 60'000 | 346'973 | 60'000 | 82'626 CHF | 14'980 CHF | 99.16% | 99.16% |
11.11.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 300'000 | 60'000 | 300'000 | 60'000 | 87'615 CHF | 18'123 CHF | 99.17% | 99.17% |
08.11.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 300'000 | 60'000 | 300'000 | 60'000 | 84'793 CHF | 17'559 CHF | 99.17% | 99.17% |
07.11.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 300'000 | 60'000 | 300'000 | 60'000 | 101'203 CHF | 20'841 CHF | 98.26% | 98.26% |