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 | 2.45% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'852 CHF | 62'117 CHF | 98.58% | 98.58% |
19.11.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'132 CHF | 58'544 CHF | 88.58% | 88.58% |
18.11.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'438 CHF | 52'313 CHF | 97.15% | 97.15% |
15.11.2024 | 3.31% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'082 CHF | 46'861 CHF | 91.60% | 91.60% |
14.11.2024 | 3.96% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'430 CHF | 38'643 CHF | 99.07% | 99.07% |
13.11.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'295 CHF | 39'932 CHF | 98.93% | 98.93% |
12.11.2024 | 4.59% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 567'750 | 189'250 | 120'656 CHF | 42'111 CHF | 99.31% | 99.31% |
11.11.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 100'182 CHF | 35'394 CHF | 99.35% | 99.35% |
08.11.2024 | 5.48% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'611 CHF | 37'537 CHF | 98.12% | 98.12% |
07.11.2024 | 7.02% | 0.15 CHF | 0.16 CHF | 600'000 | 200'000 | 600'305 | 200'102 | 82'848 CHF | 29'617 CHF | 98.61% | 98.61% |