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 | 3.84% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'066 CHF | 39'855 CHF | 99.38% | 99.38% |
19.11.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'691 CHF | 37'730 CHF | 99.38% | 99.38% |
18.11.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'576 CHF | 39'025 CHF | 99.38% | 99.38% |
15.11.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'086 CHF | 40'862 CHF | 99.35% | 99.35% |
14.11.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'937 CHF | 42'146 CHF | 99.37% | 99.37% |
13.11.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'063 CHF | 40'188 CHF | 99.37% | 99.37% |
12.11.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 127'625 CHF | 44'042 CHF | 99.14% | 99.14% |
11.11.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'848 CHF | 46'783 CHF | 99.38% | 99.38% |
08.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'774 CHF | 41'758 CHF | 99.38% | 99.38% |
07.11.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'499 CHF | 42'333 CHF | 98.58% | 98.58% |