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 | 3.00% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 471'191 | 157'064 | 154'250 CHF | 52'987 CHF | 99.37% | 99.37% |
19.11.2024 | 5.67% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 664'023 | 221'341 | 113'640 CHF | 40'094 CHF | 99.38% | 99.38% |
18.11.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'430 CHF | 42'477 CHF | 99.38% | 99.38% |
15.11.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'890 CHF | 48'630 CHF | 98.92% | 98.92% |
14.11.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 157'660 CHF | 54'553 CHF | 99.38% | 99.38% |
13.11.2024 | 4.99% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 631'582 | 210'527 | 123'368 CHF | 43'228 CHF | 99.38% | 99.38% |
12.11.2024 | 4.14% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'610 CHF | 49'537 CHF | 99.16% | 99.16% |
11.11.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'463 CHF | 58'154 CHF | 99.38% | 99.38% |
08.11.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'732 CHF | 60'911 CHF | 99.38% | 99.38% |
07.11.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'832 CHF | 64'278 CHF | 98.59% | 98.59% |