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 | 5.19% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 169'091 CHF | 59'364 CHF | 99.68% | 99.68% |
19.11.2024 | 4.95% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 873'758 | 291'253 | 172'289 CHF | 60'342 CHF | 99.25% | 99.25% |
18.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 886'223 | 295'408 | 177'393 CHF | 62'085 CHF | 99.37% | 99.37% |
15.11.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 163'092 CHF | 57'364 CHF | 99.40% | 99.40% |
14.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 168'670 CHF | 59'223 CHF | 97.98% | 97.98% |
13.11.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 167'160 CHF | 58'720 CHF | 99.38% | 99.38% |
12.11.2024 | 4.73% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 778'384 | 259'461 | 160'558 CHF | 56'114 CHF | 93.14% | 93.14% |
11.11.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'071 CHF | 55'857 CHF | 98.27% | 98.27% |
08.11.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'234 CHF | 59'578 CHF | 93.12% | 93.12% |
07.11.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 185'970 CHF | 64'490 CHF | 98.62% | 98.62% |