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 | 3.72% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 496'560 | 165'520 | 130'695 CHF | 45'220 CHF | 99.38% | 99.38% |
19.11.2024 | 4.21% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'554 CHF | 48'518 CHF | 99.37% | 99.37% |
18.11.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'177 CHF | 49'392 CHF | 99.25% | 99.25% |
15.11.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 589'661 | 196'554 | 154'092 CHF | 53'330 CHF | 99.38% | 99.38% |
14.11.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 599'675 | 199'892 | 159'270 CHF | 55'089 CHF | 99.37% | 99.37% |
13.11.2024 | 3.99% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 147'467 CHF | 51'156 CHF | 99.37% | 99.37% |
12.11.2024 | 3.76% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 547'783 | 182'594 | 142'779 CHF | 49'419 CHF | 99.38% | 99.38% |
11.11.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'066 CHF | 46'522 CHF | 99.37% | 99.37% |
08.11.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 133'913 CHF | 46'138 CHF | 99.37% | 99.37% |
07.11.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 484'211 | 161'404 | 134'104 CHF | 46'315 CHF | 98.37% | 98.37% |