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 | 4.82% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'300 CHF | 31'934 CHF | 99.38% | 99.38% |
19.11.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 463'608 | 154'536 | 87'858 CHF | 30'831 CHF | 99.38% | 99.38% |
18.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'564 CHF | 31'688 CHF | 99.38% | 99.38% |
15.11.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'850 CHF | 33'450 CHF | 99.36% | 99.36% |
14.11.2024 | 4.46% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'791 CHF | 34'430 CHF | 99.38% | 99.38% |
13.11.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'597 CHF | 33'032 CHF | 99.37% | 99.37% |
12.11.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'376 CHF | 36'625 CHF | 99.14% | 99.14% |
11.11.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'152 CHF | 38'551 CHF | 99.37% | 99.37% |
08.11.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'932 CHF | 34'478 CHF | 99.38% | 99.38% |
07.11.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'769 CHF | 35'090 CHF | 98.58% | 98.58% |