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 | 3.71% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'138 CHF | 41'213 CHF | 99.38% | 99.38% |
19.11.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'697 CHF | 38'732 CHF | 99.38% | 99.38% |
18.11.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'167 CHF | 40'556 CHF | 99.25% | 99.25% |
15.11.2024 | 4.07% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'366 CHF | 37'622 CHF | 99.38% | 99.38% |
14.11.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'048 CHF | 35'516 CHF | 99.38% | 99.38% |
13.11.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'439 CHF | 32'980 CHF | 99.38% | 99.38% |
12.11.2024 | 4.33% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'636 CHF | 35'379 CHF | 99.38% | 99.38% |
11.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'017 CHF | 36'173 CHF | 99.38% | 99.38% |
08.11.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'237 CHF | 37'912 CHF | 99.38% | 99.38% |
07.11.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'066 CHF | 37'189 CHF | 98.38% | 98.38% |