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 | 3.66% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'107 CHF | 41'869 CHF | 99.38% | 99.38% |
19.11.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'771 CHF | 42'090 CHF | 99.38% | 99.38% |
18.11.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'655 CHF | 42'052 CHF | 99.22% | 99.22% |
15.11.2024 | 3.16% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'429 CHF | 48'310 CHF | 99.38% | 99.38% |
14.11.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 404'767 | 134'922 | 128'879 CHF | 44'309 CHF | 99.38% | 99.38% |
13.11.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 446'783 | 148'928 | 139'409 CHF | 47'959 CHF | 99.37% | 99.37% |
12.11.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 320'604 | 106'868 | 105'510 CHF | 36'239 CHF | 99.37% | 99.37% |
11.11.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 110'055 CHF | 37'685 CHF | 99.37% | 99.37% |
08.11.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'378 CHF | 36'793 CHF | 99.36% | 99.36% |
07.11.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'338 CHF | 38'113 CHF | 99.28% | 99.28% |