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 | 4.66% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 472'886 | 157'629 | 98'994 CHF | 34'574 CHF | 99.38% | 99.38% |
19.11.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 515'727 | 171'909 | 99'250 CHF | 34'802 CHF | 99.38% | 99.38% |
18.11.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'074 | 150'025 | 99'083 CHF | 34'528 CHF | 99.37% | 99.37% |
15.11.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'334 CHF | 41'945 CHF | 99.36% | 99.36% |
14.11.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 125'581 CHF | 43'360 CHF | 99.38% | 99.38% |
13.11.2024 | 3.97% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 453'029 | 151'010 | 111'932 CHF | 38'821 CHF | 99.38% | 99.38% |
12.11.2024 | 3.50% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'548 CHF | 43'683 CHF | 99.15% | 99.15% |
11.11.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'358 CHF | 49'286 CHF | 99.38% | 99.38% |
08.11.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'588 CHF | 43'696 CHF | 99.37% | 99.37% |
07.11.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'224 CHF | 44'575 CHF | 98.58% | 98.58% |