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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 442'217 | 147'406 | 96'029 CHF | 33'484 CHF | 99.17% | 99.17% |
20.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 446'110 | 148'703 | 101'979 CHF | 35'480 CHF | 99.38% | 99.38% |
19.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 333'184 | 111'061 | 77'621 CHF | 26'984 CHF | 99.38% | 99.38% |
18.11.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 390'053 | 130'018 | 87'308 CHF | 30'403 CHF | 99.26% | 99.26% |
15.11.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'465 CHF | 26'155 CHF | 99.38% | 99.38% |
14.11.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'293 CHF | 28'098 CHF | 99.38% | 99.38% |
13.11.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'247 CHF | 29'749 CHF | 99.37% | 99.37% |
12.11.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'945 CHF | 27'982 CHF | 99.37% | 99.37% |
11.11.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'493 CHF | 27'831 CHF | 99.38% | 99.38% |
08.11.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'979 CHF | 26'993 CHF | 99.38% | 99.38% |