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 | 2.64% | 0.36 CHF | 0.37 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 280'508 CHF | 38'401 CHF | 96.58% | 96.58% |
19.11.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 290'540 CHF | 39'739 CHF | 97.44% | 97.44% |
18.11.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 304'301 CHF | 41'574 CHF | 92.53% | 92.53% |
15.11.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 318'218 CHF | 43'429 CHF | 97.24% | 97.24% |
14.11.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 309'954 CHF | 42'327 CHF | 98.36% | 98.36% |
13.11.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 280'875 CHF | 38'450 CHF | 92.91% | 92.91% |
12.11.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 300'006 CHF | 41'001 CHF | 96.48% | 96.48% |
11.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 319'109 CHF | 43'548 CHF | 91.03% | 91.03% |
08.11.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 314'215 CHF | 42'895 CHF | 92.19% | 92.19% |
07.11.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 319'428 CHF | 43'590 CHF | 98.68% | 98.68% |