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 | 7.04% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 599'757 | 199'919 | 82'247 CHF | 29'415 CHF | 99.16% | 99.16% |
20.11.2024 | 7.68% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 75'335 CHF | 27'112 CHF | 99.17% | 99.17% |
19.11.2024 | 8.94% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 602'256 | 200'752 | 64'864 CHF | 23'629 CHF | 99.17% | 99.17% |
18.11.2024 | 7.01% | 0.13 CHF | 0.14 CHF | 600'000 | 200'000 | 557'521 | 185'840 | 76'532 CHF | 27'369 CHF | 99.23% | 99.23% |
15.11.2024 | 5.03% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 87'549 CHF | 30'683 CHF | 99.17% | 99.17% |
14.11.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'160 CHF | 36'554 CHF | 99.16% | 99.16% |
13.11.2024 | 3.99% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'607 CHF | 38'369 CHF | 99.16% | 99.16% |
12.11.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 113'571 CHF | 39'357 CHF | 99.17% | 99.17% |
11.11.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'350 CHF | 40'283 CHF | 99.17% | 99.17% |
08.11.2024 | 3.50% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 436'848 | 145'616 | 122'680 CHF | 42'350 CHF | 99.17% | 99.17% |