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 | 4.26% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'560 CHF | 36'020 CHF | 99.17% | 99.17% |
19.11.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'649 CHF | 38'050 CHF | 99.17% | 99.17% |
18.11.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'224 CHF | 40'575 CHF | 99.23% | 99.23% |
15.11.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'562 CHF | 41'688 CHF | 99.17% | 99.17% |
14.11.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'942 CHF | 40'147 CHF | 99.16% | 99.16% |
13.11.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'137 CHF | 42'212 CHF | 99.16% | 99.16% |
12.11.2024 | 3.64% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'476 CHF | 41'992 CHF | 99.17% | 99.17% |
11.11.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 96'072 CHF | 33'024 CHF | 99.17% | 99.17% |
08.11.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 402'799 | 134'266 | 121'619 CHF | 41'882 CHF | 99.17% | 99.17% |
07.11.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 105'141 CHF | 36'047 CHF | 98.26% | 98.26% |