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 | 5.07% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'494 CHF | 30'332 CHF | 99.16% | 99.16% |
20.11.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'507 CHF | 28'336 CHF | 99.16% | 99.16% |
19.11.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 454'745 | 151'582 | 70'373 CHF | 24'974 CHF | 99.16% | 99.16% |
18.11.2024 | 5.00% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'223 CHF | 30'908 CHF | 99.23% | 99.23% |
15.11.2024 | 3.67% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 370'661 | 123'554 | 98'533 CHF | 34'080 CHF | 99.17% | 99.17% |
14.11.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 95'877 CHF | 32'959 CHF | 99.16% | 99.16% |
13.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'691 CHF | 34'230 CHF | 99.17% | 99.17% |
12.11.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'837 CHF | 35'279 CHF | 99.17% | 99.17% |
11.11.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'573 CHF | 35'858 CHF | 99.17% | 99.17% |
08.11.2024 | 2.62% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'034 CHF | 38'678 CHF | 99.17% | 99.17% |