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 | 5.49% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 106'295 CHF | 37'432 CHF | 99.15% | 99.15% |
19.11.2024 | 4.97% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 482'330 | 160'777 | 94'399 CHF | 33'074 CHF | 99.18% | 99.18% |
18.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 496'907 | 165'636 | 99'087 CHF | 34'685 CHF | 99.04% | 99.04% |
15.11.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 100'043 CHF | 35'348 CHF | 99.37% | 99.37% |
14.11.2024 | 5.17% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 539'377 | 179'792 | 101'684 CHF | 35'693 CHF | 98.02% | 98.02% |
13.11.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 109'463 CHF | 38'488 CHF | 99.38% | 99.38% |
12.11.2024 | 4.24% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 466'561 | 155'520 | 107'643 CHF | 37'436 CHF | 93.13% | 93.13% |
11.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'473 CHF | 38'324 CHF | 98.27% | 98.27% |
08.11.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'463 CHF | 41'988 CHF | 93.13% | 93.13% |
07.11.2024 | 3.26% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'991 CHF | 46'830 CHF | 98.60% | 98.60% |