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 | 5.75% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 618'774 | 206'258 | 104'482 CHF | 36'890 CHF | 99.37% | 99.37% |
19.11.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 613'636 | 204'545 | 103'196 CHF | 36'444 CHF | 96.72% | 96.72% |
18.11.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 119'261 CHF | 41'754 CHF | 97.54% | 97.54% |
15.11.2024 | 4.15% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 141'751 CHF | 49'250 CHF | 96.44% | 96.44% |
14.11.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'372 CHF | 49'457 CHF | 99.26% | 99.26% |
13.11.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'767 CHF | 49'922 CHF | 99.02% | 99.02% |
12.11.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 160'787 CHF | 55'596 CHF | 99.25% | 99.25% |
11.11.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'020 CHF | 52'673 CHF | 99.36% | 99.36% |
08.11.2024 | 4.37% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 135'018 CHF | 47'006 CHF | 99.34% | 99.34% |
07.11.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'293 CHF | 45'764 CHF | 98.72% | 98.72% |