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 | 4.03% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'887 CHF | 50'629 CHF | 99.32% | 99.32% |
19.11.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'557 CHF | 48'519 CHF | 96.63% | 96.63% |
18.11.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'854 CHF | 49'951 CHF | 97.32% | 97.32% |
15.11.2024 | 3.81% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 154'694 CHF | 53'565 CHF | 96.11% | 96.11% |
14.11.2024 | 2.76% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'203 CHF | 55'234 CHF | 99.35% | 99.35% |
13.11.2024 | 2.80% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'818 CHF | 54'439 CHF | 98.75% | 98.75% |
12.11.2024 | 2.68% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'059 CHF | 56'853 CHF | 99.34% | 99.34% |
11.11.2024 | 2.44% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'212 CHF | 62'237 CHF | 96.31% | 96.31% |
08.11.2024 | 3.40% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 570'116 | 190'039 | 164'747 CHF | 56'816 CHF | 96.76% | 96.76% |
07.11.2024 | 3.02% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'204 CHF | 67'402 CHF | 98.64% | 98.64% |