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 | 3.42% | 0.31 CHF | 0.32 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 129'705 CHF | 29'823 CHF | 99.17% | 99.17% |
19.11.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 141'317 CHF | 32'404 CHF | 99.16% | 99.16% |
18.11.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 128'284 CHF | 29'508 CHF | 99.23% | 99.23% |
15.11.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 109'630 CHF | 25'362 CHF | 99.16% | 99.16% |
14.11.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 450'000 | 100'000 | 571'175 | 100'000 | 112'880 CHF | 20'822 CHF | 99.16% | 99.16% |
13.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 120'458 CHF | 21'076 CHF | 99.16% | 99.16% |
12.11.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 120'210 CHF | 21'035 CHF | 99.16% | 99.16% |
11.11.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 105'639 CHF | 18'607 CHF | 99.16% | 99.16% |
08.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 122'972 CHF | 21'495 CHF | 99.16% | 99.16% |
07.11.2024 | 4.77% | 0.20 CHF | 0.21 CHF | 600'000 | 100'000 | 597'618 | 100'000 | 122'308 CHF | 21'476 CHF | 98.26% | 98.26% |