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 | 3.80% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'505 CHF | 40'335 CHF | 99.31% | 99.31% |
19.11.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'664 CHF | 36'388 CHF | 96.46% | 96.46% |
18.11.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'446 CHF | 38'982 CHF | 96.27% | 96.27% |
15.11.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'197 CHF | 34'233 CHF | 96.39% | 96.39% |
14.11.2024 | 5.06% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 464'679 | 154'893 | 89'526 CHF | 31'391 CHF | 99.27% | 99.27% |
13.11.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 550'951 | 183'650 | 94'362 CHF | 33'291 CHF | 98.83% | 98.83% |
12.11.2024 | 4.91% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 465'667 | 155'222 | 92'688 CHF | 32'448 CHF | 99.38% | 99.38% |
11.11.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'111 CHF | 41'870 CHF | 99.27% | 99.27% |
08.11.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'471 CHF | 38'657 CHF | 99.36% | 99.36% |
07.11.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'694 CHF | 43'065 CHF | 98.70% | 98.70% |