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 | 4.26% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'439 CHF | 35'980 CHF | 99.16% | 99.16% |
19.11.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'071 CHF | 34'190 CHF | 99.16% | 99.16% |
18.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'103 CHF | 40'201 CHF | 99.22% | 99.22% |
15.11.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'342 CHF | 39'948 CHF | 99.17% | 99.17% |
14.11.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'768 CHF | 37'089 CHF | 99.15% | 99.15% |
13.11.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'200 CHF | 34'900 CHF | 99.16% | 99.16% |
12.11.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 99'831 CHF | 34'777 CHF | 99.16% | 99.16% |
11.11.2024 | 3.38% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'105 CHF | 45'202 CHF | 99.16% | 99.16% |
08.11.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'292 CHF | 38'931 CHF | 99.16% | 99.16% |
07.11.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'643 CHF | 38'381 CHF | 98.18% | 98.18% |