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 | 5.24% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 466'833 | 155'611 | 86'642 CHF | 30'437 CHF | 99.37% | 99.37% |
19.11.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 543'365 | 181'122 | 94'415 CHF | 33'283 CHF | 96.42% | 96.42% |
18.11.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 523'057 | 174'352 | 96'976 CHF | 34'069 CHF | 97.53% | 97.53% |
15.11.2024 | 4.71% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 460'810 | 153'603 | 95'573 CHF | 33'394 CHF | 95.50% | 95.50% |
14.11.2024 | 3.06% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'159 CHF | 49'886 CHF | 99.63% | 99.63% |
13.11.2024 | 3.06% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'363 CHF | 49'954 CHF | 99.08% | 99.08% |
12.11.2024 | 2.88% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'678 CHF | 53'060 CHF | 99.37% | 99.37% |
11.11.2024 | 2.55% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'157 CHF | 59'552 CHF | 96.30% | 96.30% |
08.11.2024 | 3.93% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'545 CHF | 39'348 CHF | 96.77% | 96.77% |
07.11.2024 | 3.33% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 133'817 CHF | 46'106 CHF | 98.65% | 98.65% |