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 | 3.97% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'096 CHF | 51'365 CHF | 99.38% | 99.38% |
19.11.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'127 CHF | 45'376 CHF | 99.38% | 99.38% |
18.11.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 133'302 CHF | 46'434 CHF | 99.25% | 99.25% |
15.11.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'150 CHF | 50'050 CHF | 99.38% | 99.38% |
14.11.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'863 CHF | 49'288 CHF | 99.37% | 99.37% |
13.11.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'067 CHF | 48'356 CHF | 99.38% | 99.38% |
12.11.2024 | 4.02% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'843 CHF | 50'948 CHF | 99.38% | 99.38% |
11.11.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'464 CHF | 56'821 CHF | 99.37% | 99.37% |
08.11.2024 | 3.76% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'622 CHF | 54'207 CHF | 99.37% | 99.37% |
07.11.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'537 CHF | 52'846 CHF | 98.38% | 98.38% |