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 | 3.75% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'863 CHF | 40'788 CHF | 99.17% | 99.17% |
19.11.2024 | 3.56% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'346 CHF | 42'949 CHF | 99.17% | 99.17% |
18.11.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'280 CHF | 45'260 CHF | 99.23% | 99.23% |
15.11.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'050 CHF | 46'183 CHF | 99.17% | 99.17% |
14.11.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'567 CHF | 45'356 CHF | 99.16% | 99.16% |
13.11.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 133'588 CHF | 46'029 CHF | 99.16% | 99.16% |
12.11.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'419 CHF | 46'306 CHF | 99.17% | 99.17% |
11.11.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'256 CHF | 35'085 CHF | 99.17% | 99.17% |
08.11.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'052 | 100'017 | 99'557 CHF | 34'186 CHF | 99.17% | 99.17% |
07.11.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'973 CHF | 38'991 CHF | 98.26% | 98.26% |