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 | 3.74% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 78'844 CHF | 27'281 CHF | 99.38% | 99.38% |
19.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 368'055 | 122'685 | 88'970 CHF | 30'884 CHF | 99.38% | 99.38% |
18.11.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 305'606 | 101'869 | 73'905 CHF | 25'654 CHF | 99.26% | 99.26% |
15.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'053 CHF | 26'018 CHF | 99.38% | 99.38% |
14.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'575 CHF | 26'525 CHF | 99.37% | 99.37% |
13.11.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 311'214 | 103'738 | 79'291 CHF | 27'468 CHF | 99.37% | 99.37% |
12.11.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 310'740 | 103'580 | 77'620 CHF | 26'909 CHF | 99.38% | 99.38% |
11.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 82'437 CHF | 28'479 CHF | 99.37% | 99.37% |
08.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'210 CHF | 28'070 CHF | 99.38% | 99.38% |
07.11.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'758 CHF | 30'586 CHF | 98.36% | 98.36% |