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 | 3.67% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'377 CHF | 41'626 CHF | 99.16% | 99.16% |
20.11.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'123 CHF | 38'874 CHF | 99.16% | 99.16% |
19.11.2024 | 4.53% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 461'017 | 153'672 | 99'537 CHF | 34'716 CHF | 99.17% | 99.17% |
18.11.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'174 CHF | 37'558 CHF | 99.22% | 99.22% |
15.11.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'451 CHF | 40'984 CHF | 99.16% | 99.16% |
14.11.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'268 CHF | 38'923 CHF | 99.16% | 99.16% |
13.11.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 548'916 | 182'972 | 107'008 CHF | 37'499 CHF | 99.16% | 99.16% |
12.11.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'390 CHF | 34'297 CHF | 99.15% | 99.15% |
11.11.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'871 CHF | 34'457 CHF | 99.17% | 99.17% |
08.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 520'146 | 173'382 | 103'818 CHF | 36'340 CHF | 99.17% | 99.17% |