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 | 4.54% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'960 CHF | 33'820 CHF | 99.38% | 99.38% |
19.11.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'482 CHF | 35'661 CHF | 99.37% | 99.37% |
18.11.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'474 CHF | 32'658 CHF | 99.22% | 99.22% |
15.11.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'833 CHF | 29'444 CHF | 98.94% | 98.94% |
14.11.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'001 CHF | 33'167 CHF | 99.38% | 99.38% |
13.11.2024 | 4.53% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'435 CHF | 33'979 CHF | 99.36% | 99.36% |
12.11.2024 | 4.58% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'227 CHF | 33'576 CHF | 99.37% | 99.37% |
11.11.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'599 CHF | 31'700 CHF | 99.37% | 99.37% |
08.11.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'225 CHF | 33'908 CHF | 99.36% | 99.36% |
07.11.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'606 CHF | 34'035 CHF | 99.28% | 99.28% |