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 | 3.28% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'187 CHF | 46'562 CHF | 99.17% | 99.17% |
19.11.2024 | 3.39% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 449'999 | 150'000 | 130'527 CHF | 45'009 CHF | 99.16% | 99.16% |
18.11.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'437 CHF | 36'646 CHF | 99.22% | 99.22% |
15.11.2024 | 4.12% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'888 CHF | 37'130 CHF | 99.17% | 99.17% |
14.11.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'898 CHF | 37'133 CHF | 99.15% | 99.15% |
13.11.2024 | 4.62% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 556'205 | 185'402 | 117'521 CHF | 41'028 CHF | 99.16% | 99.16% |
12.11.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'403 CHF | 38'301 CHF | 99.17% | 99.17% |
11.11.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 535'517 | 178'506 | 118'769 CHF | 41'375 CHF | 99.16% | 99.16% |
08.11.2024 | 5.56% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 105'838 CHF | 37'279 CHF | 99.17% | 99.17% |
07.11.2024 | 5.58% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 104'595 CHF | 36'865 CHF | 98.18% | 98.18% |