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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 115'316 CHF | 10'110 CHF | 99.16% | 99.16% |
20.11.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 108'072 CHF | 9'506 CHF | 99.16% | 99.16% |
19.11.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 96'262 CHF | 8'522 CHF | 99.16% | 99.16% |
18.11.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 600'000 | 50'000 | 539'276 | 50'000 | 108'207 CHF | 10'602 CHF | 99.23% | 99.23% |
15.11.2024 | 3.72% | 0.25 CHF | 0.26 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 118'836 CHF | 13'704 CHF | 99.17% | 99.17% |
14.11.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 135'488 CHF | 15'554 CHF | 99.16% | 99.16% |
13.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 141'088 CHF | 16'176 CHF | 99.16% | 99.16% |
12.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 143'888 CHF | 16'488 CHF | 99.17% | 99.17% |
11.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 143'997 CHF | 16'500 CHF | 99.17% | 99.17% |
08.11.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 153'354 CHF | 17'539 CHF | 99.16% | 99.16% |