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 | 5.03% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 87'299 CHF | 30'600 CHF | 99.16% | 99.16% |
20.11.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 454'366 | 151'455 | 81'667 CHF | 28'737 CHF | 99.17% | 99.17% |
19.11.2024 | 6.16% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 576'070 | 192'023 | 90'581 CHF | 32'114 CHF | 99.16% | 99.16% |
18.11.2024 | 4.83% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'454 CHF | 31'985 CHF | 99.23% | 99.23% |
15.11.2024 | 3.61% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'767 CHF | 42'422 CHF | 99.17% | 99.17% |
14.11.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'398 CHF | 48'966 CHF | 99.16% | 99.16% |
13.11.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'270 CHF | 50'590 CHF | 99.16% | 99.16% |
12.11.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 149'988 | 150'507 CHF | 51'665 CHF | 99.16% | 99.16% |
11.11.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'765 CHF | 52'422 CHF | 99.17% | 99.17% |
08.11.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 304'711 | 101'570 | 110'024 CHF | 37'690 CHF | 99.17% | 99.17% |