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 | 5.44% | 0.18 CHF | 0.19 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 80'440 CHF | 14'157 CHF | 99.16% | 99.16% |
20.11.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 600'000 | 75'000 | 588'456 | 75'000 | 97'428 CHF | 13'188 CHF | 99.17% | 99.17% |
19.11.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 600'000 | 75'000 | 594'863 | 75'000 | 86'391 CHF | 11'659 CHF | 99.17% | 99.17% |
18.11.2024 | 5.40% | 0.17 CHF | 0.18 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 81'425 CHF | 14'321 CHF | 99.23% | 99.23% |
15.11.2024 | 4.04% | 0.22 CHF | 0.23 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 109'378 CHF | 18'980 CHF | 99.17% | 99.17% |
14.11.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 128'368 CHF | 22'145 CHF | 99.16% | 99.16% |
13.11.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 133'178 CHF | 22'946 CHF | 99.16% | 99.16% |
12.11.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 136'256 CHF | 23'459 CHF | 99.17% | 99.17% |
11.11.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 138'849 CHF | 23'891 CHF | 99.17% | 99.17% |
08.11.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 450'000 | 75'000 | 450'000 | 75'000 | 148'628 CHF | 25'521 CHF | 99.17% | 99.17% |