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 | 3.58% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 602'394 | 200'798 | 165'456 CHF | 57'160 CHF | 99.16% | 99.16% |
19.11.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 599'864 | 199'978 | 160'203 CHF | 55'407 CHF | 99.16% | 99.16% |
18.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 170'323 CHF | 59'275 CHF | 99.23% | 99.23% |
15.11.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 171'542 CHF | 59'681 CHF | 99.17% | 99.17% |
14.11.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'981 CHF | 60'160 CHF | 99.15% | 99.15% |
13.11.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'433 CHF | 55'311 CHF | 99.16% | 99.16% |
12.11.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 748'961 | 249'654 | 174'509 CHF | 60'666 CHF | 99.16% | 99.16% |
11.11.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 163'148 CHF | 56'883 CHF | 99.16% | 99.16% |
08.11.2024 | 5.28% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 139'051 CHF | 48'850 CHF | 99.16% | 99.16% |
07.11.2024 | 5.31% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 137'778 CHF | 48'426 CHF | 98.18% | 98.18% |