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 | 3.94% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'244 CHF | 38'915 CHF | 99.17% | 99.17% |
19.11.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'743 CHF | 40'081 CHF | 99.16% | 99.16% |
18.11.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'188 CHF | 42'896 CHF | 99.23% | 99.23% |
15.11.2024 | 3.40% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'131 CHF | 44'877 CHF | 99.17% | 99.17% |
14.11.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 125'399 CHF | 43'300 CHF | 99.16% | 99.16% |
13.11.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'745 CHF | 43'082 CHF | 99.16% | 99.16% |
12.11.2024 | 3.58% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 123'592 CHF | 42'697 CHF | 99.16% | 99.16% |
11.11.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'538 CHF | 50'346 CHF | 99.17% | 99.17% |
08.11.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'929 CHF | 46'476 CHF | 99.17% | 99.17% |
07.11.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 371'102 | 123'701 | 129'803 CHF | 44'505 CHF | 98.26% | 98.26% |