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 | 3.34% | 0.30 CHF | 0.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 66'322 CHF | 22'857 CHF | 99.38% | 99.38% |
19.11.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 72'664 CHF | 24'971 CHF | 99.37% | 99.37% |
18.11.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 225'000 | 75'000 | 241'868 | 80'623 | 66'672 CHF | 23'030 CHF | 99.23% | 99.23% |
15.11.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 70'620 CHF | 24'540 CHF | 99.37% | 99.37% |
14.11.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 65'379 CHF | 22'793 CHF | 99.37% | 99.37% |
13.11.2024 | 3.83% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'002 CHF | 26'667 CHF | 99.36% | 99.36% |
12.11.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'041 CHF | 25'014 CHF | 99.37% | 99.37% |
11.11.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 64'509 CHF | 22'503 CHF | 99.37% | 99.37% |
08.11.2024 | 4.14% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 364'762 | 100'000 | 85'573 CHF | 24'654 CHF | 99.36% | 99.36% |
07.11.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 1'500'000 | 100'000 | 1'500'000 | 100'000 | 321'987 CHF | 22'466 CHF | 99.28% | 99.28% |