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 | 6.00% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 577'741 | 192'580 | 93'313 CHF | 33'030 CHF | 99.17% | 99.17% |
19.11.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 505'855 | 168'618 | 85'675 CHF | 30'244 CHF | 99.17% | 99.17% |
18.11.2024 | 5.36% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'781 CHF | 28'760 CHF | 99.23% | 99.23% |
15.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'303 CHF | 29'268 CHF | 99.17% | 99.17% |
14.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'579 | 150'193 | 83'525 CHF | 29'344 CHF | 99.16% | 99.16% |
13.11.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'010 CHF | 29'837 CHF | 99.16% | 99.16% |
12.11.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'286 CHF | 29'929 CHF | 99.17% | 99.17% |
11.11.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'166 CHF | 34'222 CHF | 99.17% | 99.17% |
08.11.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'180 CHF | 32'893 CHF | 99.17% | 99.17% |
07.11.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'392 CHF | 38'298 CHF | 98.26% | 98.26% |